+9.8%
KWEB vs AS
+131.9%
-122.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.0% |
| 7D | -2.7% | -3.0% | +0.4% | -2.0% |
| 30D | -4.4% | +9.6% | -13.9% | -6.6% |
| 3M | -15.7% | -8.2% | -7.6% | -14.2% |
| 6M | -20.0% | -9.9% | -10.1% | -18.4% |
| YTD | -30.5% | -16.8% | -13.7% | -28.2% |
| 1Y | -36.6% | +3.0% | -39.6% | -37.8% |
| All | +9.8% | +131.9% | -122.2% | -12.8% |
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