-34.1%
KWEB vs ADVB
-96.8%
+62.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.6% | +23.7% | +0.2% |
| 7D | -7.8% | +27.8% | -35.6% | -8.0% |
| 30D | -6.4% | -50.8% | +44.3% | -5.9% |
| 3M | -14.6% | -70.5% | +55.9% | -13.7% |
| 6M | -25.0% | -46.7% | +21.7% | -26.6% |
| YTD | -32.7% | -56.7% | +24.0% | -34.4% |
| 1Y | -37.3% | -71.8% | +34.4% | -37.8% |
| All | -34.1% | -96.8% | +62.7% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling