-42.1%
KWEB vs ALC
-20.7%
-21.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.4% |
| 3M | -7.4% | -0.7% | -6.7% | -7.6% |
| 6M | -19.3% | -17.8% | -1.5% | -12.7% |
| YTD | -27.8% | -15.8% | -11.9% | -23.0% |
| 1Y | -35.9% | -16.7% | -19.2% | -31.5% |
| 3Y | -1.9% | -19.7% | +17.8% | +3.0% |
| All | -42.1% | -20.7% | -21.4% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling