+6.3%
KWEB vs AS
+123.4%
-117.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -7.8% | -4.9% | -3.0% | -6.7% |
| 30D | -6.4% | +3.9% | -10.3% | -7.4% |
| 3M | -14.6% | -9.6% | -5.0% | -12.7% |
| 6M | -25.0% | -8.7% | -16.4% | -23.7% |
| YTD | -32.7% | -19.8% | -12.8% | -29.8% |
| 1Y | -37.3% | -1.5% | -35.8% | -37.8% |
| All | +6.3% | +123.4% | -117.1% | -14.8% |
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