-22.5%
KWEB vs ARES
+979.8%
-1,002.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | -5.6% | -6.1% | +0.5% | -3.6% |
| 30D | -10.7% | -7.5% | -3.2% | -8.5% |
| 3M | -7.4% | +0.1% | -7.5% | -8.2% |
| 6M | -19.3% | +30.3% | -49.6% | -27.6% |
| YTD | -27.8% | -16.6% | -11.1% | -24.9% |
| 1Y | -35.9% | -26.1% | -9.8% | -31.0% |
| 3Y | -1.9% | +36.4% | -38.4% | -19.9% |
| 5Y | -43.2% | +95.0% | -138.2% | -60.5% |
| All | -22.5% | +979.8% | -1,002.3% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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