-2.6%
KWEB vs AME
+54.6%
-57.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -13.0% | -8.6% | -4.4% | -10.8% |
| 3M | -7.6% | +5.8% | -13.3% | -9.5% |
| 6M | -21.1% | +3.8% | -25.0% | -22.5% |
| YTD | -28.2% | +14.4% | -42.7% | -31.3% |
| 1Y | -34.9% | +25.8% | -60.6% | -39.3% |
| All | -2.6% | +54.6% | -57.2% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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