+3.0%
KWEB vs ACWI
+77.6%
-74.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.1% |
| 7D | -1.3% | +1.1% | -2.4% | -2.5% |
| 30D | -11.5% | -0.2% | -11.3% | -11.4% |
| 3M | -2.9% | +4.7% | -7.6% | -8.2% |
| 6M | -14.6% | +14.5% | -29.1% | -27.3% |
| YTD | -25.5% | +14.6% | -40.1% | -36.6% |
| 1Y | -31.1% | +21.4% | -52.5% | -45.1% |
| 3Y | +3.0% | +77.6% | -74.6% | -48.2% |
| All | +3.0% | +77.6% | -74.6% | -48.2% |
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