+332.7%
CAT vs KWEB
-42.3%
+375.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.5% |
| 7D | +2.9% | -3.6% | +6.5% | +3.5% |
| 30D | -2.6% | -14.9% | +12.3% | -0.4% |
| 3M | -10.7% | -5.4% | -5.3% | -10.2% |
| 6M | +16.1% | -18.9% | +35.0% | +19.5% |
| YTD | +43.2% | -27.2% | +70.5% | +49.7% |
| 1Y | +96.8% | -34.2% | +131.1% | +108.5% |
| 3Y | +201.4% | +0.6% | +200.7% | +200.8% |
| 5Y | +332.7% | -43.5% | +376.2% | +362.8% |
| All | +332.7% | -42.3% | +375.0% | +362.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling