+65.2%
ALAB vs KWEB
-27.0%
+92.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.0% | +7.8% | +8.0% |
| 7D | +7.2% | -1.0% | +8.3% | +8.2% |
| 30D | -2.5% | -8.7% | +6.2% | +5.0% |
| 3M | -13.3% | -4.0% | -9.3% | -10.5% |
| 6M | +172.8% | -13.1% | +186.0% | +205.8% |
| YTD | +86.6% | -23.5% | +110.1% | +142.0% |
| 1Y | +65.2% | -27.2% | +92.3% | +139.0% |
| All | +65.2% | -27.0% | +92.2% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling