+688.6%
CAT vs KWEB
-21.5%
+710.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +7.4% | -7.8% | +15.3% | +9.3% |
| 30D | -19.7% | -6.4% | -13.2% | -18.7% |
| 3M | -29.6% | -14.6% | -15.0% | -27.3% |
| 6M | -33.2% | -25.0% | -8.2% | -29.3% |
| YTD | +5.7% | -32.7% | +38.3% | +14.5% |
| 1Y | +9.3% | -37.3% | +46.7% | +20.3% |
| 3Y | +158.3% | -5.9% | +164.2% | +156.2% |
| 5Y | +211.6% | -47.1% | +258.7% | +247.9% |
| All | +688.6% | -21.5% | +710.2% | +559.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling