-35.9%
KWEB vs ALC
-14.7%
-21.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.8% |
| 7D | -5.6% | -6.3% | +0.8% | -4.8% |
| 30D | -10.7% | -10.3% | -0.4% | -9.4% |
| 3M | -7.4% | -0.7% | -6.7% | -7.3% |
| 6M | -19.3% | -17.8% | -1.5% | -15.9% |
| YTD | -27.8% | -15.8% | -11.9% | -25.1% |
| 1Y | -35.9% | -16.7% | -19.2% | -33.7% |
| All | -35.9% | -14.7% | -21.2% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling