+19.6%
KWEB vs HIG
+475.8%
-456.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -4.3% | -2.3% | -2.0% | -3.7% |
| 30D | -13.0% | -1.2% | -11.8% | -12.8% |
| 3M | -7.6% | +6.3% | -13.9% | -9.3% |
| 6M | -21.1% | +0.6% | -21.7% | -21.6% |
| YTD | -28.2% | +0.6% | -28.8% | -28.7% |
| 1Y | -34.9% | +6.1% | -41.0% | -36.4% |
| 3Y | -0.8% | +102.0% | -102.7% | -20.3% |
| 5Y | -43.6% | +119.2% | -162.8% | -56.0% |
| 10Y | -21.7% | +312.5% | -334.1% | -53.9% |
| All | +19.6% | +475.8% | -456.2% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling