+19.6%
KWEB vs HRB
+128.8%
-109.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -4.3% | -12.2% | +7.9% | -2.6% |
| 30D | -13.0% | -3.0% | -10.0% | -12.9% |
| 3M | -7.6% | +21.7% | -29.3% | -10.7% |
| 6M | -21.1% | +52.3% | -73.5% | -26.9% |
| YTD | -28.2% | +6.5% | -34.7% | -29.7% |
| 1Y | -34.9% | -6.7% | -28.2% | -34.9% |
| 3Y | -0.8% | +25.1% | -25.9% | -7.1% |
| 5Y | -43.6% | +113.8% | -157.3% | -52.9% |
| 10Y | -21.7% | +204.8% | -226.5% | -44.0% |
| All | +19.6% | +128.8% | -109.2% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling