-22.5%
KWEB vs CNH
+158.6%
-181.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -5.6% | -5.7% | +0.1% | -3.7% |
| 30D | -10.7% | +26.6% | -37.2% | -18.1% |
| 3M | -7.4% | +31.1% | -38.5% | -16.9% |
| 6M | -19.3% | +24.9% | -44.2% | -26.9% |
| YTD | -27.8% | +48.7% | -76.5% | -38.9% |
| 1Y | -35.9% | +22.2% | -58.1% | -42.0% |
| 3Y | -1.9% | +7.4% | -9.4% | -9.5% |
| 5Y | -43.2% | +10.8% | -54.0% | -49.0% |
| All | -22.5% | +158.6% | -181.1% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling