-22.5%
KWEB vs ALM
+2,589.2%
-2,611.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.8% |
| 7D | -5.6% | -11.8% | +6.3% | -5.3% |
| 30D | -10.7% | +7.8% | -18.5% | -10.9% |
| 3M | -7.4% | -9.3% | +1.8% | -7.4% |
| 6M | -19.3% | -30.5% | +11.2% | -19.1% |
| YTD | -27.8% | +75.8% | -103.6% | -28.8% |
| 1Y | -35.9% | +241.2% | -277.1% | -37.6% |
| 3Y | -1.9% | +1,872.6% | -1,874.6% | -7.7% |
| 5Y | -43.2% | +849.6% | -892.8% | -46.2% |
| All | -22.5% | +2,589.2% | -2,611.8% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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