+21.3%
KWEB vs APA
-25.9%
+47.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.0% | -5.2% | -2.7% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | -14.9% | +9.3% | -24.2% | -16.1% |
| 3M | -5.4% | +23.3% | -28.8% | -8.7% |
| 6M | -18.9% | +39.5% | -58.3% | -23.8% |
| YTD | -27.2% | +87.6% | -114.8% | -35.0% |
| 1Y | -34.2% | +114.2% | -148.5% | -42.7% |
| 3Y | +0.6% | +13.6% | -13.0% | -5.8% |
| 5Y | -43.5% | +175.6% | -219.1% | -54.6% |
| 10Y | -20.6% | -2.6% | -17.9% | -33.4% |
| All | +21.3% | -25.9% | +47.2% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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