-23.0%
KWEB vs HST
+109.4%
-132.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | -4.3% | +0.7% | -5.0% | -4.5% |
| 30D | -13.0% | -0.7% | -12.3% | -12.8% |
| 3M | -7.6% | -4.0% | -3.6% | -6.7% |
| 6M | -21.1% | +20.7% | -41.8% | -25.9% |
| YTD | -28.2% | +31.0% | -59.3% | -34.4% |
| 1Y | -34.9% | +36.2% | -71.1% | -41.3% |
| 3Y | -0.8% | +66.6% | -67.4% | -17.3% |
| 5Y | -43.6% | +75.8% | -119.3% | -53.6% |
| All | -23.0% | +109.4% | -132.4% | -37.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling