-22.5%
KWEB vs AR
+41.9%
-64.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.5% | +0.8% |
| 7D | -5.6% | -2.5% | -3.1% | -5.3% |
| 30D | -10.7% | +2.5% | -13.2% | -10.9% |
| 3M | -7.4% | +12.3% | -19.7% | -8.5% |
| 6M | -19.3% | -3.1% | -16.2% | -19.3% |
| YTD | -27.8% | +11.5% | -39.3% | -28.9% |
| 1Y | -35.9% | +17.0% | -53.0% | -37.3% |
| 3Y | -1.9% | +47.3% | -49.2% | -7.2% |
| 5Y | -43.2% | +141.2% | -184.4% | -48.9% |
| All | -22.5% | +41.9% | -64.4% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling