+0.8%
KWEB vs BAM
+71.9%
-71.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.8% | -1.4% |
| 7D | -1.3% | -1.6% | +0.3% | -0.7% |
| 30D | -11.5% | -6.0% | -5.5% | -9.7% |
| 3M | -2.9% | +7.3% | -10.3% | -6.0% |
| 6M | -14.6% | +8.2% | -22.9% | -17.9% |
| YTD | -25.5% | -3.8% | -21.7% | -25.3% |
| 1Y | -31.1% | -10.7% | -20.4% | -29.1% |
| 3Y | +3.0% | +55.3% | -52.4% | -19.3% |
| All | +0.8% | +71.9% | -71.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 2026-09-08: compounded portfolio wealth divided by compounded BAM 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 2026-09-08 analysis · Full analysis span regression · 6 months rolling