+24.1%
KWEB vs ACM
+103.6%
-79.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.4% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -11.5% | -12.9% | +1.4% | -7.4% |
| 3M | -2.9% | -6.4% | +3.5% | -1.4% |
| 6M | -14.6% | -29.2% | +14.6% | -4.3% |
| YTD | -25.5% | -29.9% | +4.4% | -16.6% |
| 1Y | -31.1% | -47.3% | +16.2% | -14.6% |
| 3Y | +3.0% | -19.6% | +22.6% | +7.5% |
| 5Y | -42.6% | +5.5% | -48.1% | -46.1% |
| 10Y | -21.1% | +129.7% | -150.8% | -48.7% |
| All | +24.1% | +103.6% | -79.5% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling