-1.2%
KWEB vs BAM
+50.2%
-51.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.5% |
| 7D | -3.6% | -3.9% | +0.3% | -2.2% |
| 30D | -14.9% | -8.8% | -6.1% | -12.4% |
| 3M | -5.4% | +2.2% | -7.6% | -6.7% |
| 6M | -18.9% | +5.9% | -24.8% | -21.2% |
| YTD | -27.2% | -6.1% | -21.1% | -26.4% |
| 1Y | -34.2% | -11.6% | -22.6% | -32.1% |
| All | -1.2% | +50.2% | -51.4% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling