-22.5%
KWEB vs HST
+110.3%
-132.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -5.6% | +0.9% | -6.4% | -5.8% |
| 30D | -10.7% | -2.5% | -8.2% | -10.0% |
| 3M | -7.4% | -5.1% | -2.3% | -6.2% |
| 6M | -19.3% | +21.6% | -40.9% | -24.4% |
| YTD | -27.8% | +31.6% | -59.4% | -34.1% |
| 1Y | -35.9% | +36.1% | -72.1% | -42.3% |
| 3Y | -1.9% | +66.5% | -68.4% | -18.3% |
| 5Y | -43.2% | +76.6% | -119.8% | -53.4% |
| All | -22.5% | +110.3% | -132.9% | -36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded HST 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling