+21.3%
KWEB vs AG
+63.6%
-42.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.5% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | -14.9% | +12.5% | -27.4% | -16.2% |
| 3M | -5.4% | +28.2% | -33.6% | -8.7% |
| 6M | -18.9% | -18.8% | 0.0% | -17.9% |
| YTD | -27.2% | +27.4% | -54.6% | -30.7% |
| 1Y | -34.2% | +132.2% | -166.4% | -42.1% |
| 3Y | +0.6% | +286.9% | -286.2% | -18.9% |
| 5Y | -43.5% | +72.8% | -116.3% | -51.8% |
| 10Y | -20.6% | +74.6% | -95.2% | -36.0% |
| All | +21.3% | +63.6% | -42.3% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling