-25.0%
KWEB vs ALHC
-60.0%
+35.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | 0.0% |
| 7D | -7.8% | +0.3% | -8.1% | -7.8% |
| 30D | -6.4% | -10.6% | +4.1% | -6.8% |
| 3M | -14.6% | -45.3% | +30.7% | -15.9% |
| 6M | -25.0% | -59.7% | +34.7% | -28.4% |
| All | -25.0% | -60.0% | +35.0% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling