-43.6%
KWEB vs ALHC
-31.9%
-11.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -4.3% | -5.8% | +1.5% | -3.7% |
| 30D | -13.0% | -3.3% | -9.7% | -12.7% |
| 3M | -7.6% | -37.9% | +30.4% | -3.6% |
| 6M | -21.1% | -29.5% | +8.4% | -19.8% |
| YTD | -28.2% | -35.4% | +7.2% | -26.3% |
| 1Y | -34.9% | -22.4% | -12.4% | -34.8% |
| 3Y | -0.8% | +146.3% | -147.1% | -24.7% |
| 5Y | -43.6% | -32.0% | -11.6% | -52.4% |
| All | -43.6% | -31.9% | -11.7% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling