-1.2%
KWEB vs ALHC
+151.5%
-152.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.2% |
| 7D | -3.6% | -4.1% | +0.5% | -3.5% |
| 30D | -14.9% | -5.4% | -9.5% | -14.8% |
| 3M | -5.4% | -32.1% | +26.7% | -5.0% |
| 6M | -18.9% | -28.5% | +9.6% | -18.8% |
| YTD | -27.2% | -34.0% | +6.8% | -27.0% |
| 1Y | -34.2% | -20.9% | -13.3% | -34.3% |
| All | -1.2% | +151.5% | -152.8% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling