-42.1%
KWEB vs IJH
+48.0%
-90.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.1% |
| 7D | -5.6% | -1.9% | -3.7% | -3.9% |
| 30D | -10.7% | -4.6% | -6.0% | -6.6% |
| 3M | -7.4% | -1.2% | -6.3% | -6.7% |
| 6M | -19.3% | +9.4% | -28.7% | -26.3% |
| YTD | -27.8% | +13.3% | -41.1% | -36.2% |
| 1Y | -35.9% | +13.4% | -49.3% | -43.5% |
| 3Y | -1.9% | +50.4% | -52.4% | -38.0% |
| All | -42.1% | +48.0% | -90.0% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling