+132.3%
HON vs KWEB
-19.7%
+152.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.5% | -5.6% | +2.1% | -2.6% |
| 30D | -13.8% | -10.7% | -3.1% | -12.2% |
| 3M | -11.7% | -7.4% | -4.3% | -10.7% |
| 6M | -18.7% | -19.3% | +0.6% | -16.1% |
| YTD | +0.2% | -27.8% | +28.0% | +5.3% |
| 1Y | -3.1% | -35.9% | +32.9% | +3.6% |
| 3Y | +17.0% | -1.9% | +18.9% | +14.5% |
| 5Y | +2.0% | -43.2% | +45.2% | +8.0% |
| All | +132.3% | -19.7% | +152.0% | +104.4% |
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