+12.2%
KWEB vs ALK
+39.1%
-26.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| 3M | -14.6% | -19.0% | +4.4% | -10.7% |
| 6M | -25.0% | -0.2% | -24.8% | -26.5% |
| YTD | -32.7% | -23.5% | -9.2% | -30.3% |
| 1Y | -37.3% | -9.1% | -28.2% | -38.1% |
| 3Y | -5.9% | +12.0% | -17.9% | -16.5% |
| 5Y | -47.1% | -30.9% | -16.2% | -47.4% |
| 10Y | -22.3% | -45.6% | +23.2% | -24.9% |
| All | +12.2% | +39.1% | -26.9% | -21.3% |
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