-63.7%
KWEB vs ALHC
-61.4%
-2.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | -7.8% | +0.3% | -8.1% | -7.9% |
| 30D | -6.4% | -10.6% | +4.1% | -5.6% |
| 3M | -14.6% | -45.3% | +30.7% | -9.8% |
| 6M | -25.0% | -59.7% | +34.7% | -19.4% |
| YTD | -32.7% | -62.7% | +30.1% | -27.4% |
| 1Y | -37.3% | -56.1% | +18.8% | -33.9% |
| 3Y | -5.9% | +21.3% | -27.2% | -20.7% |
| 5Y | -47.1% | -66.0% | +18.9% | -50.1% |
| All | -63.7% | -61.4% | -2.3% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling