+21.3%
KWEB vs ADM
+242.6%
-221.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -3.0% |
| 7D | -3.6% | +1.4% | -5.0% | -4.0% |
| 30D | -14.9% | +8.2% | -23.1% | -16.9% |
| 3M | -5.4% | +8.7% | -14.1% | -8.0% |
| 6M | -18.9% | +29.1% | -47.9% | -25.2% |
| YTD | -27.2% | +53.7% | -80.9% | -36.5% |
| 1Y | -34.2% | +43.2% | -77.5% | -41.6% |
| 3Y | +0.6% | +21.4% | -20.8% | -8.2% |
| 5Y | -43.5% | +67.1% | -110.6% | -55.3% |
| 10Y | -20.6% | +176.6% | -197.2% | -50.6% |
| All | +21.3% | +242.6% | -221.3% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling