+24.1%
KWEB vs ALB
+150.6%
-126.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.3% | -3.4% |
| 7D | -1.3% | -4.4% | +3.1% | -0.1% |
| 30D | -11.5% | -1.2% | -10.3% | -11.5% |
| 3M | -2.9% | -13.3% | +10.4% | +0.2% |
| 6M | -14.6% | -19.8% | +5.1% | -11.2% |
| YTD | -25.5% | -7.9% | -17.6% | -26.4% |
| 1Y | -31.1% | +60.2% | -91.2% | -43.6% |
| 3Y | +3.0% | -26.4% | +29.4% | -0.6% |
| 5Y | -42.6% | -42.5% | -0.1% | -42.9% |
| 10Y | -21.1% | +83.0% | -104.1% | -50.9% |
| All | +24.1% | +150.6% | -126.5% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling