-43.6%
KWEB vs ACM
-0.5%
-43.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | -4.3% | -5.9% | +1.6% | -1.9% |
| 30D | -13.0% | -6.2% | -6.8% | -11.1% |
| 3M | -7.6% | -7.9% | +0.3% | -5.3% |
| 6M | -21.1% | -30.6% | +9.5% | -9.0% |
| YTD | -28.2% | -33.3% | +5.1% | -16.3% |
| 1Y | -34.9% | -49.2% | +14.3% | -14.0% |
| 3Y | -0.8% | -23.5% | +22.7% | +2.8% |
| 5Y | -43.6% | +0.9% | -44.5% | -49.6% |
| All | -43.6% | -0.5% | -43.0% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling