-43.6%
KWEB vs CNH
+8.8%
-52.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.3% |
| 7D | -4.3% | -2.5% | -1.9% | -3.5% |
| 30D | -13.0% | +27.0% | -40.0% | -20.8% |
| 3M | -7.6% | +32.6% | -40.2% | -18.1% |
| 6M | -21.1% | +23.6% | -44.7% | -28.8% |
| YTD | -28.2% | +47.8% | -76.1% | -40.3% |
| 1Y | -34.9% | +21.3% | -56.1% | -41.3% |
| 3Y | -0.8% | +7.0% | -7.7% | -8.5% |
| 5Y | -43.6% | +10.2% | -53.7% | -51.2% |
| All | -43.6% | +8.8% | -52.4% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling