+384.5%
ALAB vs KWEB
+0.9%
+383.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.3% | +6.3% | +5.3% |
| 7D | +9.6% | -3.6% | +13.2% | +12.0% |
| 30D | -5.3% | -14.9% | +9.6% | +3.6% |
| 3M | -12.0% | -5.4% | -6.6% | -9.6% |
| 6M | +145.7% | -18.9% | +164.6% | +174.6% |
| YTD | +80.7% | -27.2% | +107.9% | +115.5% |
| 1Y | +40.1% | -34.2% | +74.3% | +77.0% |
| All | +384.5% | +0.9% | +383.6% | +357.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling