-22.5%
KWEB vs AMT
+109.6%
-132.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.2% | -0.1% |
| 7D | -5.6% | +1.1% | -6.7% | -5.8% |
| 30D | -10.7% | +4.4% | -15.0% | -11.7% |
| 3M | -7.4% | -5.2% | -2.3% | -6.4% |
| 6M | -19.3% | -0.8% | -18.5% | -19.6% |
| YTD | -27.8% | +3.3% | -31.0% | -29.0% |
| 1Y | -35.9% | -6.0% | -29.9% | -35.5% |
| 3Y | -1.9% | +9.6% | -11.5% | -8.1% |
| 5Y | -43.2% | -29.2% | -13.9% | -40.4% |
| All | -22.5% | +109.6% | -132.1% | -39.8% |
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