+24.1%
KWEB vs ARWR
+2,128.0%
-2,103.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.5% |
| 7D | -1.3% | +2.9% | -4.1% | -1.7% |
| 30D | -11.5% | -2.9% | -8.6% | -11.2% |
| 3M | -2.9% | +15.2% | -18.1% | -5.2% |
| 6M | -14.6% | +42.3% | -56.9% | -19.3% |
| YTD | -25.5% | +28.2% | -53.7% | -28.9% |
| 1Y | -31.1% | +213.2% | -244.3% | -42.2% |
| 3Y | +3.0% | +184.6% | -181.7% | -17.5% |
| 5Y | -42.6% | +29.2% | -71.9% | -50.7% |
| 10Y | -21.1% | +1,012.5% | -1,033.7% | -51.2% |
| All | +24.1% | +2,128.0% | -2,103.9% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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