+421.5%
CARR vs KWEB
-27.2%
+448.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.3% |
| 7D | -3.8% | -5.6% | +1.8% | -2.9% |
| 30D | -8.9% | -10.7% | +1.8% | -7.3% |
| 3M | -17.3% | -7.4% | -9.9% | -16.4% |
| 6M | -1.4% | -19.3% | +17.9% | +1.8% |
| YTD | +10.0% | -27.8% | +37.7% | +15.4% |
| 1Y | -6.4% | -35.9% | +29.6% | 0.0% |
| 3Y | +1.5% | -1.9% | +3.5% | +0.4% |
| 5Y | +9.3% | -43.2% | +52.5% | +11.9% |
| All | +421.5% | -27.2% | +448.7% | +351.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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