+27.5%
KWEB vs AMBA
+277.5%
-250.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.2% |
| 7D | -1.0% | -11.0% | +9.9% | +1.7% |
| 30D | -8.7% | -23.2% | +14.4% | -3.1% |
| 3M | -4.0% | -12.7% | +8.7% | -3.8% |
| 6M | -13.1% | +11.2% | -24.3% | -19.3% |
| YTD | -23.5% | -11.2% | -12.3% | -25.5% |
| 1Y | -27.2% | -22.5% | -4.6% | -27.6% |
| 3Y | -2.1% | -1.3% | -0.8% | -14.5% |
| 5Y | -40.8% | -54.2% | +13.4% | -42.4% |
| 10Y | -17.5% | -6.1% | -11.3% | -39.4% |
| All | +27.5% | +277.5% | -250.0% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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