-5.9%
KWEB vs ACWI
+74.6%
-80.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.4% |
| 7D | -7.8% | +2.4% | -10.3% | -10.3% |
| 30D | -6.4% | -1.7% | -4.8% | -5.1% |
| 3M | -14.6% | -3.9% | -10.7% | -11.1% |
| 6M | -25.0% | +0.8% | -25.8% | -26.3% |
| YTD | -32.7% | +11.0% | -43.7% | -40.8% |
| 1Y | -37.3% | +13.1% | -50.4% | -46.1% |
| 3Y | -5.9% | +73.9% | -79.8% | -54.3% |
| All | -5.9% | +74.6% | -80.5% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling