+1.1%
KWEB vs AMDL
+115.6%
-114.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.3% | -0.8% |
| 7D | -4.3% | +20.7% | -25.0% | -5.9% |
| 30D | -13.0% | +9.4% | -22.4% | -14.0% |
| 3M | -7.6% | +5.6% | -13.2% | -10.6% |
| 6M | -21.1% | +340.3% | -361.4% | -36.3% |
| YTD | -28.2% | +253.6% | -281.9% | -41.7% |
| 1Y | -34.9% | +443.4% | -478.2% | -50.8% |
| All | +1.1% | +115.6% | -114.5% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling