-39.5%
KWEB vs ALC
+16.1%
-55.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.0% |
| 7D | -5.6% | -6.3% | +0.8% | -2.8% |
| 30D | -10.7% | -10.3% | -0.4% | -6.3% |
| 3M | -7.4% | -0.7% | -6.7% | -7.5% |
| 6M | -19.3% | -17.8% | -1.5% | -12.8% |
| YTD | -27.8% | -15.8% | -11.9% | -23.1% |
| 1Y | -35.9% | -16.7% | -19.2% | -31.6% |
| 3Y | -1.9% | -19.7% | +17.8% | +3.3% |
| 5Y | -43.2% | -19.8% | -23.4% | -41.8% |
| All | -39.5% | +16.1% | -55.7% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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