-5.9%
KWEB vs APD
+29.7%
-35.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -7.8% | +3.8% | -11.7% | -8.6% |
| 30D | -6.4% | +8.2% | -14.7% | -8.2% |
| 3M | -14.6% | +4.3% | -18.9% | -15.5% |
| 6M | -25.0% | +4.7% | -29.7% | -26.0% |
| YTD | -32.7% | +31.5% | -64.2% | -37.7% |
| 1Y | -37.3% | +23.5% | -60.9% | -41.0% |
| 3Y | -5.9% | +29.1% | -35.0% | -12.3% |
| All | -5.9% | +29.7% | -35.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 3y: compounded portfolio wealth divided by compounded APD 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…
3y analysis · Full analysis span regression · 6 months rolling