+20.4%
KWEB vs BHP
+240.3%
-219.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -5.6% | -3.6% | -1.9% | -4.0% |
| 30D | -10.7% | -1.2% | -9.5% | -10.4% |
| 3M | -7.4% | +1.2% | -8.6% | -8.8% |
| 6M | -19.3% | +21.4% | -40.7% | -27.7% |
| YTD | -27.8% | +50.4% | -78.2% | -42.1% |
| 1Y | -35.9% | +67.5% | -103.4% | -51.4% |
| 3Y | -1.9% | +72.8% | -74.8% | -26.7% |
| 5Y | -43.2% | +112.6% | -155.8% | -61.2% |
| 10Y | -21.2% | +481.7% | -502.9% | -64.8% |
| All | +20.4% | +240.3% | -219.9% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling