-22.5%
KWEB vs HBM
+619.2%
-641.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -5.6% | -3.3% | -2.3% | -4.9% |
| 30D | -10.7% | -4.8% | -5.9% | -9.9% |
| 3M | -7.4% | -0.4% | -7.0% | -8.8% |
| 6M | -19.3% | +17.9% | -37.2% | -25.0% |
| YTD | -27.8% | +33.7% | -61.5% | -35.9% |
| 1Y | -35.9% | +95.6% | -131.5% | -49.2% |
| 3Y | -1.9% | +458.1% | -460.1% | -43.6% |
| 5Y | -43.2% | +329.0% | -372.2% | -66.2% |
| All | -22.5% | +619.2% | -641.7% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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