+92.1%
CAT vs KWEB
-35.4%
+127.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | +0.6% | -4.3% | +4.9% | +2.1% |
| 30D | -4.5% | -13.0% | +8.4% | 0.0% |
| 3M | -5.8% | -7.6% | +1.8% | -3.6% |
| 6M | +12.7% | -21.1% | +33.9% | +25.1% |
| YTD | +41.4% | -28.2% | +69.6% | +65.1% |
| 1Y | +92.1% | -34.9% | +126.9% | +134.8% |
| All | +92.1% | -35.4% | +127.5% | +134.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling