+27.5%
KWEB vs HAS
+206.0%
-178.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | -1.0% | -1.8% | +0.8% | -0.5% |
| 30D | -8.7% | +2.3% | -11.0% | -9.4% |
| 3M | -4.0% | +10.4% | -14.3% | -7.2% |
| 6M | -13.1% | -3.2% | -9.9% | -13.0% |
| YTD | -23.5% | +15.4% | -38.9% | -27.7% |
| 1Y | -27.2% | +18.8% | -46.0% | -31.9% |
| 3Y | -2.1% | +43.9% | -46.1% | -16.0% |
| 5Y | -40.8% | +13.9% | -54.7% | -46.0% |
| 10Y | -17.5% | +56.4% | -73.9% | -37.1% |
| All | +27.5% | +206.0% | -178.5% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling