-36.4%
KWEB vs AR
+20.7%
-57.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -4.3% | -1.3% | -3.0% | -4.3% |
| 30D | -13.0% | +3.5% | -16.5% | -13.0% |
| 3M | -7.6% | +9.9% | -17.5% | -7.5% |
| 6M | -21.1% | +4.5% | -25.7% | -21.4% |
| YTD | -28.2% | +13.7% | -41.9% | -29.5% |
| All | -36.4% | +20.7% | -57.1% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling