-32.4%
KWEB vs AVTR
+1.1%
-33.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -4.3% | -2.0% | -2.3% | -3.9% |
| 30D | -13.0% | +8.1% | -21.1% | -14.7% |
| 3M | -7.6% | +54.2% | -61.8% | -17.5% |
| 6M | -21.1% | +82.6% | -103.7% | -33.0% |
| YTD | -28.2% | +29.8% | -58.1% | -33.9% |
| 1Y | -34.9% | +18.0% | -52.9% | -39.7% |
| 3Y | -0.8% | -26.4% | +25.7% | +0.6% |
| 5Y | -43.6% | -64.8% | +21.3% | -29.7% |
| All | -32.4% | +1.1% | -33.5% | -35.0% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling