-25.1%
KWEB vs ADVB
-88.3%
+63.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | -1.0% | -3.8% | +2.7% | -1.0% |
| 30D | -8.7% | +17.6% | -26.3% | -9.0% |
| 3M | -4.0% | +119.1% | -123.1% | -7.1% |
| 6M | -13.1% | +103.4% | -116.5% | -17.2% |
| YTD | -23.5% | +59.8% | -83.3% | -26.3% |
| 1Y | -27.2% | +8.5% | -35.7% | -29.4% |
| All | -25.1% | -88.3% | +63.2% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling