-43.6%
KWEB vs AR
+141.3%
-184.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -4.3% | -1.3% | -3.0% | -4.1% |
| 30D | -13.0% | +3.5% | -16.5% | -13.4% |
| 3M | -7.6% | +9.9% | -17.5% | -8.9% |
| 6M | -21.1% | +4.5% | -25.7% | -22.1% |
| YTD | -28.2% | +13.7% | -41.9% | -30.2% |
| 1Y | -34.9% | +19.2% | -54.1% | -37.3% |
| 3Y | -0.8% | +46.2% | -46.9% | -9.6% |
| 5Y | -43.6% | +145.9% | -189.4% | -52.2% |
| All | -43.6% | +141.3% | -184.9% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling