-22.5%
KWEB vs ALB
+78.3%
-100.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.6% |
| 7D | -5.6% | -6.6% | +1.1% | -3.8% |
| 30D | -10.7% | -8.1% | -2.6% | -8.9% |
| 3M | -7.4% | -25.7% | +18.3% | -0.2% |
| 6M | -19.3% | -29.5% | +10.1% | -13.0% |
| YTD | -27.8% | -16.2% | -11.5% | -26.7% |
| 1Y | -35.9% | +59.2% | -95.2% | -47.3% |
| 3Y | -1.9% | -33.7% | +31.8% | -2.3% |
| 5Y | -43.2% | -48.1% | +4.9% | -41.8% |
| All | -22.5% | +78.3% | -100.8% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling