-33.9%
KWEB vs ALHC
-51.4%
+17.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.1% | -5.7% | +4.3% |
| 7D | +5.8% | -0.5% | +6.3% | +5.7% |
| 30D | -1.0% | -4.2% | +3.3% | -1.0% |
| 3M | -15.8% | -39.8% | +24.0% | -15.3% |
| 6M | -14.9% | -57.7% | +42.8% | -13.9% |
| YTD | -28.6% | -58.8% | +30.2% | -28.6% |
| 1Y | -33.9% | -52.4% | +18.4% | -36.0% |
| All | -33.9% | -51.4% | +17.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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