-42.1%
KWEB vs AZO
+85.8%
-127.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -5.6% | -3.6% | -2.0% | -5.1% |
| 30D | -10.7% | -5.6% | -5.1% | -9.9% |
| 3M | -7.4% | -6.6% | -0.8% | -6.7% |
| 6M | -19.3% | -22.5% | +3.2% | -16.5% |
| YTD | -27.8% | -15.2% | -12.6% | -26.4% |
| 1Y | -35.9% | -33.9% | -2.0% | -31.9% |
| 3Y | -1.9% | +11.8% | -13.7% | -6.4% |
| All | -42.1% | +85.8% | -127.8% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling