+203.8%
DHR vs KWEB
-19.7%
+223.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.8% | -0.3% |
| 7D | -3.6% | -5.6% | +1.9% | -2.6% |
| 30D | -2.7% | -10.7% | +7.9% | -0.6% |
| 3M | +10.9% | -7.4% | +18.3% | +12.5% |
| 6M | +3.0% | -19.3% | +22.4% | +7.0% |
| YTD | -12.2% | -27.8% | +15.5% | -6.9% |
| 1Y | +3.3% | -35.9% | +39.2% | +11.9% |
| 3Y | -8.2% | -1.9% | -6.3% | -10.3% |
| 5Y | -29.9% | -43.2% | +13.3% | -25.8% |
| All | +203.8% | -19.7% | +223.5% | +178.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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