-27.2%
KWEB vs HUM
+31.0%
-58.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.0% |
| 7D | -1.0% | +4.2% | -5.2% | -1.1% |
| 30D | -8.7% | +10.4% | -19.1% | -8.8% |
| 3M | -4.0% | +15.1% | -19.0% | -4.2% |
| 6M | -13.1% | +120.9% | -134.1% | -14.7% |
| YTD | -23.5% | +57.9% | -81.4% | -24.2% |
| 1Y | -27.2% | +30.6% | -57.7% | -27.8% |
| All | -27.2% | +31.0% | -58.2% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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