-42.1%
KWEB vs JHX
-27.7%
-14.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -5.6% | -6.3% | +0.8% | -4.0% |
| 30D | -10.7% | -7.7% | -2.9% | -8.9% |
| 3M | -7.4% | +19.2% | -26.6% | -12.0% |
| 6M | -19.3% | +38.3% | -57.6% | -27.0% |
| YTD | -27.8% | +37.2% | -65.0% | -34.7% |
| 1Y | -35.9% | +42.3% | -78.2% | -43.2% |
| 3Y | -1.9% | -4.4% | +2.5% | -12.7% |
| All | -42.1% | -27.7% | -14.4% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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