+315.9%
HPQ vs KWEB
+22.0%
+293.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +5.5% |
| 7D | +2.2% | -3.6% | +5.8% | +3.2% |
| 30D | +9.7% | -14.9% | +24.7% | +14.5% |
| 3M | +32.7% | -5.4% | +38.2% | +34.5% |
| 6M | +77.7% | -18.9% | +96.6% | +86.9% |
| YTD | +51.0% | -27.2% | +78.2% | +63.1% |
| 1Y | +18.4% | -34.2% | +52.6% | +31.3% |
| 3Y | +25.6% | +0.6% | +24.9% | +20.5% |
| 5Y | +38.6% | -43.5% | +82.1% | +48.7% |
| 10Y | +226.1% | -20.6% | +246.7% | +177.6% |
| All | +315.9% | +22.0% | +293.9% | +226.8% |
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