-22.5%
KWEB vs AJG
+473.1%
-495.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.1% |
| 7D | -5.6% | -8.3% | +2.7% | -2.9% |
| 30D | -10.7% | -5.7% | -5.0% | -9.1% |
| 3M | -7.4% | +9.1% | -16.5% | -10.5% |
| 6M | -19.3% | +15.2% | -34.5% | -23.9% |
| YTD | -27.8% | -6.3% | -21.5% | -27.0% |
| 1Y | -35.9% | -19.1% | -16.8% | -31.8% |
| 3Y | -1.9% | +8.2% | -10.2% | -10.1% |
| 5Y | -43.2% | +75.6% | -118.8% | -59.1% |
| All | -22.5% | +473.1% | -495.6% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling