+14.9%
KWEB vs AS
+107.2%
-92.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.5% |
| 7D | -3.6% | -2.8% | -0.8% | -2.9% |
| 30D | -14.9% | -23.2% | +8.3% | -9.4% |
| 3M | -5.4% | -20.1% | +14.7% | -0.5% |
| 6M | -18.9% | -18.5% | -0.3% | -15.2% |
| YTD | -27.2% | -25.6% | -1.6% | -22.6% |
| 1Y | -34.2% | -24.4% | -9.9% | -30.6% |
| All | +14.9% | +107.2% | -92.3% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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