-42.1%
KWEB vs APD
+22.2%
-64.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.9% |
| 7D | -5.6% | -3.3% | -2.3% | -4.4% |
| 30D | -10.7% | -4.2% | -6.5% | -9.3% |
| 3M | -7.4% | +5.4% | -12.9% | -9.6% |
| 6M | -19.3% | +6.3% | -25.6% | -21.7% |
| YTD | -27.8% | +20.3% | -48.1% | -33.5% |
| 1Y | -35.9% | +1.6% | -37.5% | -37.0% |
| 3Y | -1.9% | +4.0% | -5.9% | -5.9% |
| All | -42.1% | +22.2% | -64.3% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling