-19.6%
KWEB vs ALK
-45.9%
+26.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.4% |
| 7D | -7.8% | -1.2% | -6.7% | -7.7% |
| 30D | -6.4% | +7.7% | -14.1% | -8.3% |
| 3M | -14.6% | -19.0% | +4.4% | -10.9% |
| 6M | -25.0% | -0.2% | -24.8% | -26.4% |
| YTD | -32.7% | -23.5% | -9.2% | -30.4% |
| 1Y | -37.3% | -9.1% | -28.2% | -38.0% |
| 3Y | -5.9% | +12.0% | -17.9% | -16.1% |
| 5Y | -47.1% | -30.9% | -16.2% | -47.5% |
| All | -19.6% | -45.9% | +26.3% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling