-8.3%
KWEB vs GEHC
+2.1%
-10.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -5.6% | -7.2% | +1.6% | -3.6% |
| 30D | -10.7% | -11.6% | +0.9% | -7.6% |
| 3M | -7.4% | -0.8% | -6.6% | -7.6% |
| 6M | -19.3% | -11.9% | -7.4% | -17.0% |
| YTD | -27.8% | -21.9% | -5.8% | -23.1% |
| 1Y | -35.9% | -17.8% | -18.1% | -33.1% |
| 3Y | -1.9% | -3.5% | +1.6% | -3.1% |
| All | -8.3% | +2.1% | -10.4% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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