-23.0%
KWEB vs AMC
-99.0%
+76.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -1.2% |
| 7D | -4.3% | -7.1% | +2.8% | -4.1% |
| 30D | -13.0% | -1.7% | -11.3% | -13.0% |
| 3M | -7.6% | +13.5% | -21.0% | -8.3% |
| 6M | -21.1% | +112.6% | -133.7% | -23.5% |
| YTD | -28.2% | +51.3% | -79.5% | -29.7% |
| 1Y | -34.9% | -14.5% | -20.4% | -35.2% |
| 3Y | -0.8% | -67.1% | +66.4% | -0.5% |
| 5Y | -43.6% | -99.5% | +56.0% | -39.1% |
| All | -23.0% | -99.0% | +76.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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