-22.5%
KWEB vs ACM
+134.0%
-156.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.3% |
| 7D | -5.6% | -4.6% | -1.0% | -4.0% |
| 30D | -10.7% | +4.1% | -14.8% | -12.1% |
| 3M | -7.4% | -8.3% | +0.9% | -5.3% |
| 6M | -19.3% | -30.1% | +10.7% | -9.5% |
| YTD | -27.8% | -32.6% | +4.9% | -18.3% |
| 1Y | -35.9% | -49.6% | +13.6% | -19.9% |
| 3Y | -1.9% | -23.0% | +21.1% | +3.7% |
| 5Y | -43.2% | +2.0% | -45.2% | -45.7% |
| All | -22.5% | +134.0% | -156.5% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling