-27.2%
KWEB vs USHY
+4.6%
-31.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | -1.0% | -0.1% | -0.9% | -0.6% |
| 30D | -8.7% | +0.1% | -8.8% | -9.1% |
| 3M | -4.0% | +0.8% | -4.8% | -6.7% |
| 6M | -13.1% | +1.7% | -14.9% | -17.2% |
| YTD | -23.5% | +2.5% | -26.0% | -29.1% |
| 1Y | -27.2% | +4.4% | -31.6% | -37.1% |
| All | -27.2% | +4.6% | -31.7% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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