+369.5%
ALAB vs KWEB
+0.1%
+369.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.0% |
| 7D | -6.2% | -5.6% | -0.6% | -3.0% |
| 30D | -8.7% | -10.7% | +2.0% | -2.7% |
| 3M | -20.7% | -7.4% | -13.3% | -17.5% |
| 6M | +133.5% | -19.3% | +152.8% | +162.2% |
| YTD | +75.1% | -27.8% | +102.8% | +109.7% |
| 1Y | +25.0% | -35.9% | +61.0% | +60.1% |
| All | +369.5% | +0.1% | +369.4% | +345.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling