-43.6%
KWEB vs AMT
-31.8%
-11.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -4.3% | -2.7% | -1.6% | -3.7% |
| 30D | -13.0% | +2.0% | -15.0% | -13.5% |
| 3M | -7.6% | -9.3% | +1.7% | -5.6% |
| 6M | -21.1% | -5.2% | -15.9% | -20.4% |
| YTD | -28.2% | +0.5% | -28.7% | -28.9% |
| 1Y | -34.9% | -7.3% | -27.6% | -34.2% |
| 3Y | -0.8% | +6.2% | -7.0% | -7.6% |
| 5Y | -43.6% | -31.2% | -12.4% | -44.7% |
| All | -43.6% | -31.8% | -11.8% | -44.7% |
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