-31.9%
KWEB vs AVTR
+0.6%
-32.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -5.6% | -1.1% | -4.5% | -5.3% |
| 30D | -10.7% | +6.3% | -17.0% | -12.1% |
| 3M | -7.4% | +53.3% | -60.7% | -17.3% |
| 6M | -19.3% | +78.6% | -98.0% | -31.1% |
| YTD | -27.8% | +29.2% | -57.0% | -33.4% |
| 1Y | -35.9% | +13.8% | -49.8% | -40.1% |
| 3Y | -1.9% | -27.4% | +25.5% | -0.2% |
| 5Y | -43.2% | -65.0% | +21.8% | -29.1% |
| All | -31.9% | +0.6% | -32.5% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling