-2.6%
KWEB vs ADM
+21.5%
-24.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -4.3% | +3.0% | -7.3% | -4.9% |
| 30D | -13.0% | +8.7% | -21.7% | -14.4% |
| 3M | -7.6% | +7.6% | -15.2% | -9.1% |
| 6M | -21.1% | +26.9% | -48.0% | -25.2% |
| YTD | -28.2% | +54.3% | -82.5% | -34.9% |
| 1Y | -34.9% | +45.7% | -80.5% | -40.3% |
| All | -2.6% | +21.5% | -24.0% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling