-46.3%
KWEB vs AMT
-15.7%
-30.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 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% | -16.9% |
| 6M | -25.0% | +12.5% | -37.5% | -27.5% |
| YTD | -32.7% | +12.5% | -45.2% | -35.2% |
| 1Y | -37.3% | +10.1% | -47.4% | -39.3% |
| 3Y | -5.9% | +16.0% | -21.9% | -14.1% |
| All | -46.3% | -15.7% | -30.6% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling