-22.5%
KWEB vs HIG
+313.7%
-336.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -5.6% | -1.5% | -4.1% | -5.3% |
| 30D | -10.7% | -0.4% | -10.3% | -10.6% |
| 3M | -7.4% | +6.7% | -14.1% | -8.9% |
| 6M | -19.3% | +2.0% | -21.3% | -19.9% |
| YTD | -27.8% | +0.3% | -28.0% | -28.1% |
| 1Y | -35.9% | +4.2% | -40.1% | -36.9% |
| 3Y | -1.9% | +102.2% | -104.2% | -18.5% |
| 5Y | -43.2% | +118.5% | -161.7% | -53.8% |
| All | -22.5% | +313.7% | -336.2% | -47.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling