-58.5%
KWEB vs JAAA
+29.4%
-87.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.5% |
| 7D | -5.6% | +0.1% | -5.6% | -5.7% |
| 30D | -10.7% | +0.5% | -11.2% | -11.5% |
| 3M | -7.4% | +1.3% | -8.7% | -9.4% |
| 6M | -19.3% | +2.8% | -22.1% | -23.0% |
| YTD | -27.8% | +3.3% | -31.0% | -31.5% |
| 1Y | -35.9% | +4.9% | -40.9% | -40.8% |
| 3Y | -1.9% | +19.0% | -20.9% | -20.6% |
| 5Y | -43.2% | +26.9% | -70.1% | -56.9% |
| All | -58.5% | +29.4% | -87.9% | -66.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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