-33.2%
KWEB vs AJG
+16.2%
-49.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +8.6% | +7.4% | +1.2% | +8.7% |
| 30D | +0.9% | +25.3% | -24.5% | +1.4% |
| 3M | -13.2% | +15.1% | -28.3% | -12.9% |
| 6M | -13.2% | +40.8% | -54.1% | -10.6% |
| YTD | -27.3% | +12.3% | -39.6% | -25.0% |
| 1Y | -33.2% | +17.5% | -50.8% | -30.8% |
| All | -33.2% | +16.2% | -49.4% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling