-27.2%
KWEB vs HIG
+5.1%
-32.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +1.9% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | -8.7% | -3.2% | -5.5% | -9.0% |
| 3M | -4.0% | +9.1% | -13.1% | -3.1% |
| 6M | -13.1% | -1.8% | -11.4% | -13.5% |
| YTD | -23.5% | +1.8% | -25.3% | -23.4% |
| 1Y | -27.2% | +4.6% | -31.7% | -25.7% |
| All | -27.2% | +5.1% | -32.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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