-27.1%
KWEB vs ADVB
-88.8%
+61.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.8% | +1.2% | -2.6% |
| 7D | -1.3% | -14.0% | +12.7% | -1.1% |
| 30D | -11.5% | +41.0% | -52.5% | -11.9% |
| 3M | -2.9% | +127.9% | -130.8% | -6.2% |
| 6M | -14.6% | +101.3% | -116.0% | -18.6% |
| YTD | -25.5% | +53.8% | -79.3% | -28.2% |
| 1Y | -31.1% | +4.4% | -35.5% | -33.2% |
| All | -27.1% | -88.8% | +61.6% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling