-42.1%
KWEB vs HCA
+71.9%
-114.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -5.6% | +5.4% | -11.0% | -6.4% |
| 30D | -10.7% | +3.0% | -13.7% | -11.1% |
| 3M | -7.4% | +13.0% | -20.4% | -9.5% |
| 6M | -19.3% | -20.3% | +0.9% | -16.5% |
| YTD | -27.8% | -8.2% | -19.5% | -27.2% |
| 1Y | -35.9% | +6.7% | -42.6% | -37.2% |
| 3Y | -1.9% | +60.4% | -62.3% | -12.5% |
| All | -42.1% | +71.9% | -114.0% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling