+27.5%
KWEB vs AMT
+234.7%
-207.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.3% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -8.7% | +4.6% | -13.4% | -10.1% |
| 3M | -4.0% | -8.4% | +4.5% | -1.7% |
| 6M | -13.1% | -6.0% | -7.1% | -12.0% |
| YTD | -23.5% | +2.1% | -25.6% | -24.8% |
| 1Y | -27.2% | -6.4% | -20.8% | -26.5% |
| 3Y | -2.1% | +8.1% | -10.2% | -9.1% |
| 5Y | -40.8% | -31.9% | -8.9% | -36.1% |
| 10Y | -17.5% | +97.1% | -114.6% | -48.8% |
| All | +27.5% | +234.7% | -207.2% | -45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling