-25.1%
KWEB vs CHYM
-23.3%
-1.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.6% |
| 7D | -5.6% | -2.3% | -3.3% | -5.4% |
| 30D | -10.7% | +4.4% | -15.1% | -11.1% |
| 3M | -7.4% | +91.3% | -98.7% | -14.5% |
| 6M | -19.3% | +44.0% | -63.3% | -23.2% |
| YTD | -27.8% | +31.1% | -58.9% | -30.6% |
| 1Y | -35.9% | +37.8% | -73.8% | -39.1% |
| All | -25.1% | -23.3% | -1.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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