+27.5%
KWEB vs ALK
+52.0%
-24.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.6% |
| 7D | -1.0% | -0.7% | -0.4% | -0.9% |
| 30D | -8.7% | -19.2% | +10.5% | -4.1% |
| 3M | -4.0% | -1.5% | -2.5% | -4.7% |
| 6M | -13.1% | -13.1% | -0.1% | -12.0% |
| YTD | -23.5% | -16.4% | -7.1% | -22.1% |
| 1Y | -27.2% | -33.1% | +5.9% | -22.0% |
| 3Y | -2.1% | +0.6% | -2.8% | -10.1% |
| 5Y | -40.8% | -26.4% | -14.4% | -42.0% |
| 10Y | -17.5% | -34.2% | +16.7% | -24.3% |
| All | +27.5% | +52.0% | -24.5% | -12.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling