+19.6%
KWEB vs AEM
+760.9%
-741.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.0% |
| 7D | -4.3% | -5.0% | +0.7% | -3.8% |
| 30D | -13.0% | +8.5% | -21.4% | -13.9% |
| 3M | -7.6% | +29.3% | -36.8% | -10.5% |
| 6M | -21.1% | -12.9% | -8.2% | -20.3% |
| YTD | -28.2% | +16.8% | -45.0% | -29.9% |
| 1Y | -34.9% | +29.8% | -64.7% | -37.2% |
| 3Y | -0.8% | +336.7% | -337.5% | -16.3% |
| 5Y | -43.6% | +299.9% | -343.5% | -52.3% |
| 10Y | -21.7% | +362.2% | -383.9% | -35.3% |
| All | +19.6% | +760.9% | -741.3% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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