-36.4%
KWEB vs HST
+35.9%
-72.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.8% | -1.5% |
| 7D | -4.3% | +0.7% | -5.0% | -4.4% |
| 30D | -13.0% | -0.7% | -12.3% | -12.9% |
| 3M | -7.6% | -4.0% | -3.6% | -7.2% |
| 6M | -21.1% | +20.7% | -41.8% | -26.2% |
| YTD | -28.2% | +31.0% | -59.3% | -34.4% |
| All | -36.4% | +35.9% | -72.3% | -45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling