-42.1%
KWEB vs DHI
+61.2%
-103.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.2% |
| 7D | -5.6% | -3.4% | -2.2% | -4.6% |
| 30D | -10.7% | -5.4% | -5.2% | -9.3% |
| 3M | -7.4% | -10.4% | +3.0% | -5.0% |
| 6M | -19.3% | -2.8% | -16.5% | -19.7% |
| YTD | -27.8% | -3.4% | -24.3% | -28.3% |
| 1Y | -35.9% | -22.9% | -13.0% | -32.0% |
| 3Y | -1.9% | +20.7% | -22.6% | -17.1% |
| All | -42.1% | +61.2% | -103.3% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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