+890.6%
CAT vs KWEB
+12.8%
+877.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.3% |
| 7D | +9.3% | -7.5% | +16.8% | +11.2% |
| 30D | -21.5% | -7.3% | -14.2% | -20.3% |
| 3M | -29.1% | -16.8% | -12.3% | -26.3% |
| 6M | -33.4% | -21.4% | -12.0% | -30.1% |
| YTD | +6.6% | -32.7% | +39.3% | +15.9% |
| 1Y | +6.5% | -38.2% | +44.7% | +18.1% |
| 3Y | +162.7% | -4.8% | +167.5% | +159.2% |
| 5Y | +214.2% | -47.1% | +261.4% | +244.6% |
| 10Y | +705.2% | -22.4% | +727.6% | +597.0% |
| All | +890.6% | +12.8% | +877.8% | +655.7% |
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