+24.1%
KWEB vs ALM
+811.4%
-787.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.8% | -11.5% | -2.7% |
| 7D | -1.3% | +8.4% | -9.7% | -1.4% |
| 30D | -11.5% | +34.8% | -46.4% | -11.8% |
| 3M | -2.9% | +16.2% | -19.1% | -3.2% |
| 6M | -14.6% | +2.1% | -16.8% | -14.9% |
| YTD | -25.5% | +117.0% | -142.5% | -26.2% |
| 1Y | -31.1% | +313.9% | -344.9% | -32.0% |
| 3Y | +3.0% | +2,327.9% | -2,325.0% | +0.4% |
| 5Y | -42.6% | +1,040.6% | -1,083.2% | -43.9% |
| 10Y | -21.1% | +3,219.4% | -3,240.6% | -21.5% |
| All | +24.1% | +811.4% | -787.3% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling