-27.2%
KWEB vs AMCR
+11.5%
-38.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | -1.0% | -3.3% | +2.2% | -0.4% |
| 30D | -8.7% | -5.4% | -3.3% | -7.8% |
| 3M | -4.0% | +20.0% | -23.9% | -8.1% |
| 6M | -13.1% | 0.0% | -13.2% | -15.6% |
| YTD | -23.5% | +11.5% | -35.0% | -26.3% |
| 1Y | -27.2% | +11.4% | -38.5% | -28.7% |
| All | -27.2% | +11.5% | -38.7% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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