-27.2%
KWEB vs HUBB
+8.5%
-35.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -1.0% | +0.5% | -1.6% | -1.1% |
| 30D | -8.7% | -10.0% | +1.3% | -7.4% |
| 3M | -4.0% | -4.8% | +0.8% | -4.2% |
| 6M | -13.1% | -5.6% | -7.6% | -14.4% |
| YTD | -23.5% | +4.7% | -28.2% | -27.3% |
| 1Y | -27.2% | +6.7% | -33.8% | -32.9% |
| All | -27.2% | +8.5% | -35.6% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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