+20.4%
KWEB vs ALNY
+433.2%
-412.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -5.6% | -6.5% | +1.0% | -4.6% |
| 30D | -10.7% | +11.0% | -21.7% | -12.2% |
| 3M | -7.4% | -14.1% | +6.7% | -6.4% |
| 6M | -19.3% | -22.4% | +3.1% | -17.4% |
| YTD | -27.8% | -37.5% | +9.7% | -23.7% |
| 1Y | -35.9% | -46.9% | +11.0% | -30.8% |
| 3Y | -1.9% | +22.1% | -24.0% | -9.8% |
| 5Y | -43.2% | +31.2% | -74.4% | -50.0% |
| 10Y | -21.2% | +256.3% | -277.5% | -43.7% |
| All | +20.4% | +433.2% | -412.8% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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