-4.0%
KWEB vs AMC
-97.5%
+93.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.6% |
| 7D | -2.7% | -2.8% | +0.2% | -2.6% |
| 30D | -4.4% | +14.0% | -18.4% | -4.9% |
| 3M | -15.7% | +42.5% | -58.2% | -17.0% |
| 6M | -20.0% | +142.6% | -162.6% | -23.1% |
| YTD | -30.5% | +119.2% | -149.7% | -33.1% |
| 1Y | -36.6% | +40.7% | -77.3% | -38.1% |
| 3Y | -1.7% | -57.3% | +55.6% | -2.2% |
| 5Y | -45.0% | -99.1% | +54.2% | -40.9% |
| 10Y | -19.8% | -98.7% | +78.9% | -2.9% |
| All | -4.0% | -97.5% | +93.5% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling