-22.5%
KWEB vs AZO
+296.8%
-319.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -5.6% | -3.6% | -2.0% | -4.9% |
| 30D | -10.7% | -5.6% | -5.1% | -9.7% |
| 3M | -7.4% | -6.6% | -0.8% | -6.4% |
| 6M | -19.3% | -22.5% | +3.2% | -15.6% |
| YTD | -27.8% | -15.2% | -12.6% | -26.0% |
| 1Y | -35.9% | -33.9% | -2.0% | -31.0% |
| 3Y | -1.9% | +11.8% | -13.7% | -6.5% |
| 5Y | -43.2% | +85.5% | -128.7% | -52.6% |
| All | -22.5% | +296.8% | -319.3% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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