-22.5%
KWEB vs AIG
+66.2%
-88.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -5.6% | -1.2% | -4.4% | -5.3% |
| 30D | -10.7% | -1.1% | -9.6% | -10.4% |
| 3M | -7.4% | +0.7% | -8.1% | -7.8% |
| 6M | -19.3% | -2.2% | -17.1% | -19.1% |
| YTD | -27.8% | -10.8% | -16.9% | -25.9% |
| 1Y | -35.9% | -2.0% | -33.9% | -36.2% |
| 3Y | -1.9% | +34.8% | -36.8% | -11.5% |
| 5Y | -43.2% | +55.0% | -98.2% | -50.9% |
| All | -22.5% | +66.2% | -88.7% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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