-27.2%
KWEB vs ADM
+40.7%
-67.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | -1.0% | +3.8% | -4.8% | -1.3% |
| 30D | -8.7% | +9.8% | -18.5% | -9.4% |
| 3M | -4.0% | +2.1% | -6.1% | -4.5% |
| 6M | -13.1% | +27.5% | -40.6% | -15.1% |
| YTD | -23.5% | +50.2% | -73.7% | -26.5% |
| 1Y | -27.2% | +40.6% | -67.7% | -29.3% |
| All | -27.2% | +40.7% | -67.9% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling