-19.6%
KWEB vs HAS
+97.5%
-117.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -7.8% | +1.4% | -9.2% | -8.2% |
| 30D | -6.4% | +26.3% | -32.7% | -12.9% |
| 3M | -14.6% | +25.6% | -40.2% | -20.4% |
| 6M | -25.0% | +30.3% | -55.3% | -31.3% |
| YTD | -32.7% | +50.4% | -83.0% | -41.3% |
| 1Y | -37.3% | +57.7% | -95.0% | -46.2% |
| 3Y | -5.9% | +213.4% | -219.3% | -36.3% |
| 5Y | -47.1% | +49.1% | -96.2% | -55.5% |
| All | -19.6% | +97.5% | -117.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling