-27.2%
KWEB vs THC
+40.9%
-68.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | -1.0% | -0.7% | -0.4% | -1.0% |
| 30D | -8.7% | +1.3% | -10.0% | -8.9% |
| 3M | -4.0% | +64.2% | -68.2% | -8.8% |
| 6M | -13.1% | +8.3% | -21.4% | -14.1% |
| YTD | -23.5% | +33.4% | -56.9% | -25.7% |
| 1Y | -27.2% | +37.7% | -64.8% | -29.4% |
| All | -27.2% | +40.9% | -68.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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