-27.2%
KWEB vs PHM
-6.9%
-20.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -1.0% | -3.2% | +2.2% | -0.7% |
| 30D | -8.7% | -6.4% | -2.3% | -8.2% |
| 3M | -4.0% | +5.5% | -9.5% | -5.3% |
| 6M | -13.1% | -5.4% | -7.7% | -13.5% |
| YTD | -23.5% | +6.6% | -30.1% | -25.2% |
| 1Y | -27.2% | -8.8% | -18.3% | -26.5% |
| All | -27.2% | -6.9% | -20.2% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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