-27.2%
KWEB vs AVTR
+16.8%
-43.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.1% |
| 7D | -1.0% | +2.7% | -3.7% | -1.2% |
| 30D | -8.7% | +12.1% | -20.8% | -9.3% |
| 3M | -4.0% | +57.2% | -61.2% | -6.4% |
| 6M | -13.1% | +73.1% | -86.2% | -16.0% |
| YTD | -23.5% | +30.6% | -54.1% | -25.0% |
| 1Y | -27.2% | +13.5% | -40.7% | -28.6% |
| All | -27.2% | +16.8% | -43.9% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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