+21.3%
KWEB vs AME
+450.8%
-429.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | -3.6% | +1.3% | -4.9% | -4.2% |
| 30D | -14.9% | -6.6% | -8.3% | -12.2% |
| 3M | -5.4% | +3.0% | -8.4% | -7.3% |
| 6M | -18.9% | +5.3% | -24.2% | -21.6% |
| YTD | -27.2% | +15.4% | -42.7% | -32.9% |
| 1Y | -34.2% | +26.8% | -61.0% | -42.4% |
| 3Y | +0.6% | +56.5% | -55.9% | -23.0% |
| 5Y | -43.5% | +85.2% | -128.7% | -60.9% |
| 10Y | -20.6% | +428.5% | -449.1% | -72.3% |
| All | +21.3% | +450.8% | -429.5% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling