-2.6%
KWEB vs AG
+260.2%
-262.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.7% |
| 7D | -4.3% | -5.8% | +1.5% | -3.5% |
| 30D | -13.0% | +6.4% | -19.4% | -14.0% |
| 3M | -7.6% | +28.4% | -35.9% | -11.6% |
| 6M | -21.1% | -24.5% | +3.3% | -18.9% |
| YTD | -28.2% | +21.2% | -49.4% | -32.2% |
| 1Y | -34.9% | +114.1% | -149.0% | -44.8% |
| All | -2.6% | +260.2% | -262.8% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling