-58.8%
KWEB vs JAAA
+29.3%
-88.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.3% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -13.0% | +0.4% | -13.4% | -13.6% |
| 3M | -7.6% | +1.2% | -8.8% | -9.4% |
| 6M | -21.1% | +2.7% | -23.8% | -24.6% |
| YTD | -28.2% | +3.2% | -31.4% | -31.9% |
| 1Y | -34.9% | +4.8% | -39.7% | -39.7% |
| 3Y | -0.8% | +19.0% | -19.7% | -19.6% |
| 5Y | -43.6% | +26.8% | -70.3% | -57.1% |
| All | -58.8% | +29.3% | -88.1% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling