-23.0%
KWEB vs HAS
+59.3%
-82.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | -4.3% | -3.1% | -1.3% | -3.4% |
| 30D | -13.0% | -6.4% | -6.6% | -11.3% |
| 3M | -7.6% | +10.4% | -18.0% | -10.6% |
| 6M | -21.1% | -3.7% | -17.5% | -21.0% |
| YTD | -28.2% | +12.5% | -40.7% | -31.6% |
| 1Y | -34.9% | +19.8% | -54.7% | -39.2% |
| 3Y | -0.8% | +46.0% | -46.7% | -15.0% |
| 5Y | -43.6% | +12.5% | -56.0% | -48.2% |
| All | -23.0% | +59.3% | -82.4% | -37.6% |
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