-43.5%
KWEB vs ALK
-28.1%
-15.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.0% |
| 7D | -3.6% | -3.0% | -0.6% | -2.8% |
| 30D | -14.9% | -14.6% | -0.3% | -11.3% |
| 3M | -5.4% | -10.6% | +5.1% | -3.7% |
| 6M | -18.9% | -6.7% | -12.2% | -19.3% |
| YTD | -27.2% | -19.8% | -7.5% | -24.9% |
| 1Y | -34.2% | -35.2% | +1.0% | -27.8% |
| 3Y | +0.6% | +1.4% | -0.8% | -14.3% |
| 5Y | -43.5% | -30.7% | -12.8% | -48.0% |
| All | -43.5% | -28.1% | -15.4% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling