-22.5%
KWEB vs HUM
+152.7%
-175.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.5% |
| 7D | -5.6% | +2.1% | -7.6% | -5.7% |
| 30D | -10.7% | +5.4% | -16.1% | -11.1% |
| 3M | -7.4% | +11.4% | -18.8% | -8.4% |
| 6M | -19.3% | +141.5% | -160.8% | -25.9% |
| YTD | -27.8% | +61.2% | -88.9% | -31.3% |
| 1Y | -35.9% | +49.2% | -85.1% | -38.8% |
| 3Y | -1.9% | -9.0% | +7.1% | -1.4% |
| 5Y | -43.2% | +7.2% | -50.4% | -46.2% |
| All | -22.5% | +152.7% | -175.2% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling