-42.1%
KWEB vs HRB
+114.1%
-156.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.1% | +0.6% |
| 7D | -5.6% | -8.0% | +2.5% | -5.0% |
| 30D | -10.7% | -16.0% | +5.3% | -9.6% |
| 3M | -7.4% | +26.9% | -34.3% | -9.3% |
| 6M | -19.3% | +51.1% | -70.4% | -22.4% |
| YTD | -27.8% | +7.1% | -34.8% | -28.0% |
| 1Y | -35.9% | -9.6% | -26.3% | -34.9% |
| 3Y | -1.9% | +25.4% | -27.3% | -5.9% |
| All | -42.1% | +114.1% | -156.1% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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