-22.5%
KWEB vs THC
+1,022.1%
-1,044.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | -5.6% | -0.5% | -5.1% | -5.5% |
| 30D | -10.7% | -1.2% | -9.5% | -10.6% |
| 3M | -7.4% | +52.3% | -59.7% | -12.7% |
| 6M | -19.3% | +12.4% | -31.7% | -21.0% |
| YTD | -27.8% | +32.7% | -60.4% | -31.0% |
| 1Y | -35.9% | +36.4% | -72.3% | -39.1% |
| 3Y | -1.9% | +259.3% | -261.2% | -19.2% |
| 5Y | -43.2% | +262.7% | -305.8% | -54.3% |
| All | -22.5% | +1,022.1% | -1,044.6% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling