-33.9%
KWEB vs HCA
+11.2%
-45.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +10.3% | -5.9% | +3.6% |
| 7D | +5.8% | +10.2% | -4.5% | +4.9% |
| 30D | -1.0% | +17.4% | -18.4% | -2.1% |
| 3M | -15.8% | +27.7% | -43.5% | -17.1% |
| 6M | -14.9% | +20.0% | -34.9% | -16.2% |
| YTD | -28.6% | +10.0% | -38.6% | -29.2% |
| 1Y | -33.9% | +9.0% | -42.9% | -34.6% |
| All | -33.9% | +11.2% | -45.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling