-22.5%
KWEB vs ADM
+177.9%
-200.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | +2.5% | -8.1% | -6.2% |
| 30D | -10.7% | +9.5% | -20.1% | -12.9% |
| 3M | -7.4% | +10.6% | -18.0% | -10.1% |
| 6M | -19.3% | +24.0% | -43.3% | -24.3% |
| YTD | -27.8% | +54.0% | -81.7% | -36.2% |
| 1Y | -35.9% | +45.3% | -81.3% | -42.8% |
| 3Y | -1.9% | +21.8% | -23.7% | -9.9% |
| 5Y | -43.2% | +66.8% | -110.0% | -54.4% |
| All | -22.5% | +177.9% | -200.4% | -50.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling