+73.1%
HYG vs KWEB
+21.1%
+52.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | -0.7% | -5.6% | +4.9% | -0.3% |
| 30D | -0.7% | -10.7% | +9.9% | +0.2% |
| 3M | -0.2% | -7.4% | +7.2% | +0.4% |
| 6M | +1.4% | -19.3% | +20.7% | +3.1% |
| YTD | +1.5% | -27.8% | +29.2% | +3.9% |
| 1Y | +2.9% | -35.9% | +38.8% | +6.4% |
| 3Y | +25.6% | -1.9% | +27.6% | +24.0% |
| 5Y | +18.6% | -43.2% | +61.7% | +20.2% |
| 10Y | +55.7% | -21.2% | +76.9% | +47.6% |
| All | +73.1% | +21.1% | +52.0% | +56.4% |
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 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