+12.2%
KWEB vs HST
+145.3%
-133.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -7.8% | +3.6% | -11.4% | -8.9% |
| 30D | -6.4% | +11.2% | -17.7% | -9.8% |
| 3M | -14.6% | +13.1% | -27.7% | -18.1% |
| 6M | -25.0% | +23.9% | -49.0% | -30.5% |
| YTD | -32.7% | +52.3% | -84.9% | -41.7% |
| 1Y | -37.3% | +56.7% | -94.0% | -46.3% |
| 3Y | -5.9% | +87.5% | -93.4% | -25.3% |
| 5Y | -47.1% | +82.8% | -129.9% | -58.0% |
| 10Y | -22.3% | +134.6% | -156.9% | -46.2% |
| All | +12.2% | +145.3% | -133.1% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling