+20.4%
KWEB vs DHI
+678.1%
-657.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.2% |
| 7D | -5.6% | -3.4% | -2.2% | -4.7% |
| 30D | -10.7% | -5.4% | -5.2% | -9.4% |
| 3M | -7.4% | -10.4% | +3.0% | -5.1% |
| 6M | -19.3% | -2.8% | -16.5% | -19.6% |
| YTD | -27.8% | -3.4% | -24.3% | -28.1% |
| 1Y | -35.9% | -22.9% | -13.0% | -32.3% |
| 3Y | -1.9% | +20.7% | -22.6% | -12.6% |
| 5Y | -43.2% | +62.1% | -105.3% | -54.8% |
| 10Y | -21.2% | +410.4% | -431.6% | -58.8% |
| All | +20.4% | +678.1% | -657.7% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling