-42.1%
KWEB vs AIG
+53.2%
-95.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -5.6% | -1.2% | -4.4% | -5.2% |
| 30D | -10.7% | -1.1% | -9.6% | -10.4% |
| 3M | -7.4% | +0.7% | -8.1% | -8.0% |
| 6M | -19.3% | -2.2% | -17.1% | -19.1% |
| YTD | -27.8% | -10.8% | -16.9% | -25.3% |
| 1Y | -35.9% | -2.0% | -33.9% | -36.5% |
| 3Y | -1.9% | +34.8% | -36.8% | -17.4% |
| All | -42.1% | +53.2% | -95.2% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling