-23.0%
KWEB vs ACWI
+230.9%
-253.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -0.3% |
| 7D | -4.3% | -1.9% | -2.4% | -1.9% |
| 30D | -13.0% | -1.3% | -11.7% | -11.6% |
| 3M | -7.6% | +5.0% | -12.5% | -13.4% |
| 6M | -21.1% | +11.7% | -32.9% | -31.7% |
| YTD | -28.2% | +13.0% | -41.2% | -38.6% |
| 1Y | -34.9% | +19.2% | -54.1% | -47.9% |
| 3Y | -0.8% | +75.0% | -75.8% | -51.2% |
| 5Y | -43.6% | +67.1% | -110.6% | -69.6% |
| All | -23.0% | +230.9% | -253.9% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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