-21.9%
KWEB vs AMRZ
-19.2%
-2.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -3.6% | -4.7% | +1.1% | -2.8% |
| 30D | -14.9% | -11.3% | -3.6% | -13.2% |
| 3M | -5.4% | -22.1% | +16.6% | -1.9% |
| 6M | -18.9% | -29.6% | +10.7% | -14.1% |
| YTD | -27.2% | -23.3% | -3.9% | -24.8% |
| 1Y | -34.2% | -23.7% | -10.5% | -32.3% |
| All | -21.9% | -19.2% | -2.6% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling