-50.7%
KWEB vs EQH
+234.7%
-285.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.2% |
| 7D | -5.6% | +0.7% | -6.3% | -5.8% |
| 30D | -10.7% | +2.8% | -13.5% | -11.6% |
| 3M | -7.4% | +23.1% | -30.5% | -13.7% |
| 6M | -19.3% | +41.4% | -60.7% | -28.4% |
| YTD | -27.8% | +14.3% | -42.0% | -31.6% |
| 1Y | -35.9% | +1.6% | -37.5% | -37.3% |
| 3Y | -1.9% | +102.7% | -104.6% | -25.7% |
| 5Y | -43.2% | +104.5% | -147.7% | -57.3% |
| All | -50.7% | +234.7% | -285.3% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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