-42.1%
KWEB vs AME
+89.9%
-131.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | -0.8% |
| 7D | -5.6% | +1.7% | -7.3% | -6.3% |
| 30D | -10.7% | -6.4% | -4.2% | -8.1% |
| 3M | -7.4% | +7.1% | -14.5% | -10.7% |
| 6M | -19.3% | +8.2% | -27.5% | -22.7% |
| YTD | -27.8% | +18.2% | -45.9% | -33.6% |
| 1Y | -35.9% | +26.7% | -62.7% | -43.2% |
| 3Y | -1.9% | +60.7% | -62.6% | -26.3% |
| All | -42.1% | +89.9% | -131.9% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling