-42.1%
KWEB vs ADM
+65.2%
-107.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | +2.5% | -8.1% | -6.0% |
| 30D | -10.7% | +9.5% | -20.1% | -12.2% |
| 3M | -7.4% | +10.6% | -18.0% | -9.3% |
| 6M | -19.3% | +24.0% | -43.3% | -22.8% |
| YTD | -27.8% | +54.0% | -81.7% | -33.9% |
| 1Y | -35.9% | +45.3% | -81.3% | -40.8% |
| 3Y | -1.9% | +21.8% | -23.7% | -8.9% |
| All | -42.1% | +65.2% | -107.3% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling