-1.9%
KWEB vs AEHR
+88.1%
-90.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.6% |
| 7D | -5.6% | +9.8% | -15.3% | -6.3% |
| 30D | -10.7% | -26.7% | +16.1% | -8.9% |
| 3M | -7.4% | -8.1% | +0.7% | -8.7% |
| 6M | -19.3% | +123.1% | -142.4% | -27.4% |
| YTD | -27.8% | +369.0% | -396.7% | -39.8% |
| 1Y | -35.9% | +256.4% | -292.3% | -45.9% |
| 3Y | -1.9% | +96.4% | -98.3% | -21.5% |
| All | -1.9% | +88.1% | -90.0% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEHR.
Daily Out/Under-Performance
Portfolio return minus AEHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEHR 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 AEHR 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