+24.1%
KWEB vs THC
+475.7%
-451.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.4% | -2.3% |
| 7D | -1.3% | -2.6% | +1.3% | -0.9% |
| 30D | -11.5% | -1.2% | -10.3% | -11.4% |
| 3M | -2.9% | +58.9% | -61.8% | -9.4% |
| 6M | -14.6% | +9.3% | -24.0% | -16.2% |
| YTD | -25.5% | +30.4% | -55.9% | -28.9% |
| 1Y | -31.1% | +34.6% | -65.7% | -34.6% |
| 3Y | +3.0% | +246.7% | -243.7% | -16.1% |
| 5Y | -42.6% | +244.5% | -287.1% | -54.3% |
| 10Y | -21.1% | +950.1% | -971.2% | -50.7% |
| All | +24.1% | +475.7% | -451.6% | -12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling