A useful way to think about this: capital allocation and risk allocation are not the same thing. What is happening: Two positions can each be 10% of capital and still contribute wildly different amounts of risk. That matters because portfolio discipline lives in risk contribution, not in capital symmetry. In practice: A high-volatility sleeve can dominate the emotional experience of the portfolio even when its capital weight looks modest. Watch for: The mistake is assuming equal capital weights mean balanced exposures. Useful lens: On the next portfolio review, separate what feels urgent from what is structurally important. That is the kind of small conceptual habit that compounds into better decisions over time.