-42.1%
KWEB vs CHD
+20.9%
-62.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.7% |
| 7D | -5.6% | -4.5% | -1.1% | -5.5% |
| 30D | -10.7% | -6.7% | -4.0% | -10.6% |
| 3M | -7.4% | -2.7% | -4.7% | -7.4% |
| 6M | -19.3% | -4.9% | -14.4% | -19.3% |
| YTD | -27.8% | +13.3% | -41.1% | -27.5% |
| 1Y | -35.9% | +1.0% | -36.9% | -35.7% |
| 3Y | -1.9% | +1.3% | -3.3% | -1.3% |
| All | -42.1% | +20.9% | -62.9% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 5y: compounded portfolio wealth divided by compounded CHD 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…
5y analysis · Full analysis span regression · 6 months rolling