+21.3%
KWEB vs AEIS
+1,239.1%
-1,217.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -3.6% | +6.5% | -10.0% | -5.5% |
| 30D | -14.9% | -9.2% | -5.7% | -12.9% |
| 3M | -5.4% | -8.3% | +2.9% | -6.1% |
| 6M | -18.9% | -6.3% | -12.5% | -21.3% |
| YTD | -27.2% | +36.5% | -63.7% | -38.6% |
| 1Y | -34.2% | +84.8% | -119.0% | -50.6% |
| 3Y | +0.6% | +176.6% | -176.0% | -37.8% |
| 5Y | -43.5% | +237.1% | -280.6% | -67.9% |
| 10Y | -20.6% | +554.7% | -575.3% | -67.2% |
| All | +21.3% | +1,239.1% | -1,217.9% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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