-19.6%
KWEB vs AMT
+136.5%
-156.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -7.8% | +1.5% | -9.3% | -8.2% |
| 30D | -6.4% | +6.8% | -13.3% | -8.0% |
| 3M | -14.6% | +11.2% | -25.8% | -17.0% |
| 6M | -25.0% | +12.5% | -37.5% | -27.6% |
| YTD | -32.7% | +12.5% | -45.2% | -35.3% |
| 1Y | -37.3% | +10.1% | -47.4% | -39.4% |
| 3Y | -5.9% | +16.0% | -21.9% | -12.8% |
| 5Y | -47.1% | -17.2% | -29.9% | -46.9% |
| All | -19.6% | +136.5% | -156.0% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling