-33.9%
KWEB vs ALB
+4.7%
-38.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.3% | -0.8% | +3.8% |
| 7D | +5.8% | -2.1% | +7.8% | +6.0% |
| 30D | -1.0% | -9.0% | +8.0% | 0.0% |
| 3M | -15.8% | -21.1% | +5.3% | -13.8% |
| 6M | -14.9% | -49.9% | +35.0% | -7.5% |
| YTD | -28.6% | -32.3% | +3.7% | -25.8% |
| 1Y | -33.9% | +8.6% | -42.5% | -34.6% |
| All | -33.9% | +4.7% | -38.7% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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