-42.1%
KWEB vs AMP
+122.1%
-164.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.3% |
| 7D | -5.6% | -0.5% | -5.0% | -5.3% |
| 30D | -10.7% | -1.3% | -9.4% | -10.2% |
| 3M | -7.4% | +24.2% | -31.6% | -17.4% |
| 6M | -19.3% | +24.6% | -43.9% | -28.3% |
| YTD | -27.8% | +14.8% | -42.6% | -33.5% |
| 1Y | -35.9% | +12.8% | -48.7% | -40.7% |
| 3Y | -1.9% | +69.0% | -70.9% | -33.4% |
| All | -42.1% | +122.1% | -164.2% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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