-29.3%
KWEB vs ADVB
-89.8%
+60.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.5% | +8.1% | +0.7% |
| 7D | -5.6% | -12.3% | +6.7% | -5.4% |
| 30D | -10.7% | +7.8% | -18.4% | -10.8% |
| 3M | -7.4% | +104.2% | -111.7% | -10.5% |
| 6M | -19.3% | +58.1% | -77.4% | -22.4% |
| YTD | -27.8% | +40.2% | -68.0% | -30.3% |
| 1Y | -35.9% | -16.1% | -19.9% | -37.2% |
| All | -29.3% | -89.8% | +60.5% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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