-31.4%
KWEB vs AVTR
+1.1%
-32.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.7% |
| 7D | -3.6% | +1.6% | -5.1% | -4.0% |
| 30D | -14.9% | +8.4% | -23.3% | -16.6% |
| 3M | -5.4% | +50.2% | -55.6% | -15.1% |
| 6M | -18.9% | +82.6% | -101.4% | -31.1% |
| YTD | -27.2% | +29.8% | -57.1% | -32.9% |
| 1Y | -34.2% | +16.0% | -50.2% | -38.8% |
| 3Y | +0.6% | -26.4% | +27.1% | +2.0% |
| 5Y | -43.5% | -64.5% | +21.0% | -29.8% |
| All | -31.4% | +1.1% | -32.5% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling