+8.3%
KWEB vs AR
-27.2%
+35.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -1.0% | +2.5% | -3.5% | -1.3% |
| 30D | -8.7% | +14.8% | -23.5% | -10.0% |
| 3M | -4.0% | +6.2% | -10.2% | -4.7% |
| 6M | -13.1% | +4.3% | -17.4% | -13.8% |
| YTD | -23.5% | +14.4% | -37.9% | -24.9% |
| 1Y | -27.2% | +21.3% | -48.5% | -29.1% |
| 3Y | -2.1% | +39.8% | -41.9% | -7.2% |
| 5Y | -40.8% | +142.1% | -182.9% | -47.3% |
| 10Y | -17.5% | +52.0% | -69.5% | -21.5% |
| All | +8.3% | -27.2% | +35.6% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling