-42.4%
KWEB vs ACI
-41.4%
-1.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -4.3% | -7.1% | +2.8% | -3.9% |
| 30D | -13.0% | -4.5% | -8.5% | -12.8% |
| 3M | -7.6% | -22.3% | +14.7% | -6.4% |
| 6M | -21.1% | -28.4% | +7.3% | -19.8% |
| YTD | -28.2% | -29.5% | +1.3% | -27.0% |
| 1Y | -34.9% | -34.2% | -0.6% | -33.5% |
| 3Y | -0.8% | -45.7% | +44.9% | +2.4% |
| All | -42.4% | -41.4% | -1.0% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling