-22.5%
KWEB vs AG
+68.4%
-90.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.1% |
| 7D | -5.6% | -6.7% | +1.2% | -4.7% |
| 30D | -10.7% | +2.2% | -12.8% | -11.1% |
| 3M | -7.4% | +15.7% | -23.1% | -9.9% |
| 6M | -19.3% | -23.8% | +4.5% | -17.4% |
| YTD | -27.8% | +17.6% | -45.4% | -31.2% |
| 1Y | -35.9% | +88.6% | -124.6% | -43.5% |
| 3Y | -1.9% | +253.4% | -255.4% | -24.0% |
| 5Y | -43.2% | +62.4% | -105.6% | -52.9% |
| All | -22.5% | +68.4% | -90.9% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling