-22.4%
KWEB vs AMRZ
-20.1%
-2.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -5.6% | -7.5% | +2.0% | -4.3% |
| 30D | -10.7% | -12.4% | +1.7% | -8.7% |
| 3M | -7.4% | -22.4% | +15.0% | -3.9% |
| 6M | -19.3% | -29.5% | +10.2% | -14.7% |
| YTD | -27.8% | -24.1% | -3.6% | -25.2% |
| 1Y | -35.9% | -26.3% | -9.7% | -33.6% |
| All | -22.4% | -20.1% | -2.3% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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