-23.0%
KWEB vs ALK
-37.3%
+14.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -4.3% | -3.1% | -1.2% | -3.6% |
| 30D | -13.0% | -17.1% | +4.1% | -9.3% |
| 3M | -7.6% | -3.8% | -3.8% | -7.6% |
| 6M | -21.1% | -5.3% | -15.9% | -21.6% |
| YTD | -28.2% | -20.3% | -8.0% | -26.2% |
| 1Y | -34.9% | -36.0% | +1.1% | -29.8% |
| 3Y | -0.8% | +0.8% | -1.5% | -8.6% |
| 5Y | -43.6% | -28.5% | -15.1% | -44.3% |
| All | -23.0% | -37.3% | +14.3% | -27.1% |
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