-33.9%
KWEB vs BHP
+53.4%
-87.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.6% | +1.9% | +3.7% |
| 7D | +5.8% | -2.5% | +8.3% | +6.6% |
| 30D | -1.0% | -7.7% | +6.7% | +1.4% |
| 3M | -15.8% | -6.4% | -9.4% | -14.4% |
| 6M | -14.9% | +5.2% | -20.1% | -17.3% |
| YTD | -28.6% | +38.3% | -66.9% | -37.1% |
| 1Y | -33.9% | +53.4% | -87.3% | -43.5% |
| All | -33.9% | +53.4% | -87.4% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 1y: compounded portfolio wealth divided by compounded BHP 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…
1y analysis · Full analysis span regression · 6 months rolling