+233.2%
HON vs KWEB
+21.1%
+212.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -3.5% | -5.6% | +2.1% | -2.5% |
| 30D | -13.8% | -10.7% | -3.1% | -12.1% |
| 3M | -11.7% | -7.4% | -4.3% | -10.6% |
| 6M | -18.7% | -19.3% | +0.6% | -15.8% |
| YTD | +0.2% | -27.8% | +28.0% | +5.7% |
| 1Y | -3.1% | -35.9% | +32.9% | +4.3% |
| 3Y | +17.0% | -1.9% | +18.9% | +14.2% |
| 5Y | +2.0% | -43.2% | +45.2% | +7.0% |
| 10Y | +135.4% | -21.2% | +156.5% | +107.1% |
| All | +233.2% | +21.1% | +212.1% | +153.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling