+2.5%
KWEB vs AMDL
+131.0%
-128.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.0% | -8.3% | -2.8% |
| 7D | -3.6% | +29.0% | -32.5% | -5.7% |
| 30D | -14.9% | +19.1% | -34.0% | -16.4% |
| 3M | -5.4% | +1.8% | -7.2% | -8.1% |
| 6M | -18.9% | +374.4% | -393.3% | -34.8% |
| YTD | -27.2% | +278.9% | -306.1% | -41.2% |
| 1Y | -34.2% | +510.6% | -544.8% | -50.9% |
| All | +2.5% | +131.0% | -128.5% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 3y: compounded portfolio wealth divided by compounded AMDL 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…
3y analysis · Full analysis span regression · 6 months rolling