+1,228.9%
CAT vs KWEB
+28.2%
+1,200.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.3% |
| 7D | +1.7% | -1.0% | +2.7% | +1.9% |
| 30D | -6.6% | -8.7% | +2.2% | -4.7% |
| 3M | -13.3% | -4.0% | -9.3% | -12.8% |
| 6M | +11.6% | -13.1% | +24.8% | +14.8% |
| YTD | +42.9% | -23.5% | +66.4% | +51.4% |
| 1Y | +95.4% | -27.2% | +122.6% | +109.1% |
| 3Y | +196.6% | -2.1% | +198.7% | +191.2% |
| 5Y | +321.7% | -40.8% | +362.4% | +349.8% |
| 10Y | +1,140.8% | -17.5% | +1,158.2% | +965.3% |
| All | +1,228.9% | +28.2% | +1,200.7% | +887.2% |
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