-37.7%
KWEB vs ALC
+21.6%
-59.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.7% | -1.8% |
| 7D | -1.3% | -3.7% | +2.4% | +0.3% |
| 30D | -11.5% | -3.7% | -7.8% | -10.1% |
| 3M | -2.9% | +4.6% | -7.5% | -5.3% |
| 6M | -14.6% | -14.6% | 0.0% | -9.4% |
| YTD | -25.5% | -11.9% | -13.7% | -22.3% |
| 1Y | -31.1% | -13.1% | -17.9% | -27.8% |
| 3Y | +3.0% | -15.0% | +18.0% | +5.6% |
| 5Y | -42.6% | -16.2% | -26.4% | -42.3% |
| All | -37.7% | +21.6% | -59.3% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling