-1.9%
KWEB vs AUR
+84.2%
-86.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -5.6% | +1.4% | -7.0% | -5.7% |
| 30D | -10.7% | -6.4% | -4.3% | -10.3% |
| 3M | -7.4% | +7.7% | -15.1% | -8.5% |
| 6M | -19.3% | +44.5% | -63.8% | -22.6% |
| YTD | -27.8% | +67.4% | -95.2% | -31.7% |
| 1Y | -35.9% | +15.4% | -51.4% | -37.7% |
| 3Y | -1.9% | +94.8% | -96.8% | -16.9% |
| All | -1.9% | +84.2% | -86.2% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling