-33.2%
KWEB vs AUR
-10.8%
-22.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | +8.6% | -8.5% | +17.2% | +9.9% |
| 30D | +0.9% | -29.9% | +30.8% | +5.9% |
| 3M | -13.2% | -39.8% | +26.5% | -7.2% |
| 6M | -13.2% | -38.3% | +25.1% | -7.8% |
| YTD | -27.3% | +4.9% | -32.2% | -28.0% |
| 1Y | -33.2% | -9.6% | -23.6% | -33.9% |
| All | -33.2% | -10.8% | -22.4% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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