-38.2%
KWEB vs AS
-3.0%
-35.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.3% | -2.4% |
| 7D | -7.5% | -3.6% | -3.9% | -6.6% |
| 30D | -7.3% | +3.4% | -10.7% | -8.2% |
| 3M | -16.8% | -8.6% | -8.2% | -15.1% |
| 6M | -21.4% | -10.0% | -11.4% | -19.7% |
| YTD | -32.7% | -19.2% | -13.5% | -30.5% |
| 1Y | -38.2% | -3.8% | -34.4% | -37.5% |
| All | -38.2% | -3.0% | -35.2% | -37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling