-1.9%
KWEB vs ARKK
+89.0%
-90.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | -5.6% | -3.1% | -2.5% | -4.6% |
| 30D | -10.7% | +2.7% | -13.4% | -11.6% |
| 3M | -7.4% | +10.8% | -18.2% | -10.9% |
| 6M | -19.3% | +14.4% | -33.7% | -23.5% |
| YTD | -27.8% | +8.7% | -36.4% | -30.4% |
| 1Y | -35.9% | +6.7% | -42.7% | -38.1% |
| 3Y | -1.9% | +87.4% | -89.3% | -23.1% |
| All | -1.9% | +89.0% | -90.9% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 3y: compounded portfolio wealth divided by compounded ARKK 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…
3y analysis · Full analysis span regression · 6 months rolling