+12.1%
KWEB vs ACWI
+282.5%
-270.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.5% |
| 7D | -7.5% | +2.7% | -10.2% | -10.6% |
| 30D | -7.3% | -2.6% | -4.7% | -4.7% |
| 3M | -16.8% | -3.2% | -13.6% | -13.9% |
| 6M | -21.4% | +1.9% | -23.3% | -23.9% |
| YTD | -32.7% | +11.3% | -44.1% | -41.7% |
| 1Y | -38.2% | +11.7% | -49.8% | -46.6% |
| 3Y | -4.8% | +74.4% | -79.2% | -53.0% |
| 5Y | -47.1% | +59.5% | -106.6% | -69.8% |
| 10Y | -22.4% | +225.2% | -247.6% | -80.2% |
| All | +12.1% | +282.5% | -270.4% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling