+20.4%
KWEB vs IJH
+263.4%
-243.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | 0.0% |
| 7D | -5.6% | -1.9% | -3.7% | -4.0% |
| 30D | -10.7% | -4.6% | -6.0% | -7.0% |
| 3M | -7.4% | -1.2% | -6.3% | -6.7% |
| 6M | -19.3% | +9.4% | -28.7% | -25.5% |
| YTD | -27.8% | +13.3% | -41.1% | -35.3% |
| 1Y | -35.9% | +13.4% | -49.3% | -42.7% |
| 3Y | -1.9% | +50.4% | -52.4% | -32.6% |
| 5Y | -43.2% | +49.0% | -92.1% | -60.0% |
| 10Y | -21.2% | +182.6% | -203.8% | -69.7% |
| All | +20.4% | +263.4% | -243.0% | -66.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling