Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • KWEB vs ARES✓SelectedUSD · ARESKWEB vs ARES performance historyLatest closeAs of-2.29%09/09
Stock and ETF performance explorer

KWEB vs ARES

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-4.6%
ARES return
+1,142.5%
Excess return
-1,147.1%
Maximum drawdown
-80.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioARESExcessAlpha
1D-2.3%-3.1%+0.8%-1.3%
7D-3.6%-2.7%-0.9%-2.8%
30D-14.9%-2.4%-12.5%-14.5%
3M-5.4%+3.9%-9.3%-7.3%
6M-18.9%+26.4%-45.2%-25.9%
YTD-27.2%-14.9%-12.3%-25.1%
1Y-34.2%-20.4%-13.8%-31.2%
3Y+0.6%+38.8%-38.2%-16.6%
5Y-43.5%+97.0%-140.5%-59.3%
10Y-20.6%+999.8%-1,020.4%-62.4%
All-4.6%+1,142.5%-1,147.1%-57.1%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling