-35.9%
KWEB vs ADM
+45.4%
-81.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | +2.5% | -8.1% | -5.7% |
| 30D | -10.7% | +9.5% | -20.1% | -11.3% |
| 3M | -7.4% | +10.6% | -18.0% | -8.6% |
| 6M | -19.3% | +24.0% | -43.3% | -20.9% |
| YTD | -27.8% | +54.0% | -81.7% | -30.8% |
| 1Y | -35.9% | +45.3% | -81.3% | -38.4% |
| All | -35.9% | +45.4% | -81.4% | -38.4% |
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