-21.1%
KWEB vs GEHC
-14.4%
-6.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | +0.1% | -1.1% |
| 7D | -4.3% | -7.9% | +3.6% | -2.7% |
| 30D | -13.0% | -11.7% | -1.3% | -10.8% |
| 3M | -7.6% | +0.8% | -8.4% | -7.9% |
| 6M | -21.1% | -11.6% | -9.6% | -17.4% |
| All | -21.1% | -14.4% | -6.7% | -17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling