-43.6%
KWEB vs THC
+254.2%
-297.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -13.0% | +1.5% | -14.5% | -13.3% |
| 3M | -7.6% | +59.9% | -67.5% | -16.4% |
| 6M | -21.1% | +11.0% | -32.1% | -23.4% |
| YTD | -28.2% | +32.6% | -60.8% | -33.1% |
| 1Y | -34.9% | +37.4% | -72.2% | -40.0% |
| 3Y | -0.8% | +252.5% | -253.3% | -29.7% |
| 5Y | -43.6% | +262.3% | -305.9% | -62.2% |
| All | -43.6% | +254.2% | -297.8% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling