-8.8%
KWEB vs BAM
+81.2%
-90.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -7.8% | -2.7% | -5.2% | -6.9% |
| 30D | -6.4% | +15.5% | -22.0% | -11.4% |
| 3M | -14.6% | -6.9% | -7.7% | -12.6% |
| 6M | -25.0% | +9.9% | -34.9% | -28.3% |
| YTD | -32.7% | +1.4% | -34.0% | -33.9% |
| 1Y | -37.3% | +3.3% | -40.6% | -39.0% |
| 3Y | -5.9% | +83.6% | -89.5% | -31.3% |
| All | -8.8% | +81.2% | -90.1% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling