+219.8%
CB vs KWEB
-19.7%
+239.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -0.7% | -5.6% | +4.9% | -0.2% |
| 30D | -1.2% | -10.7% | +9.5% | -0.3% |
| 3M | +3.8% | -7.4% | +11.2% | +4.3% |
| 6M | +5.8% | -19.3% | +25.1% | +7.3% |
| YTD | +9.4% | -27.8% | +37.1% | +11.9% |
| 1Y | +20.7% | -35.9% | +56.6% | +24.6% |
| 3Y | +70.1% | -1.9% | +72.0% | +67.0% |
| 5Y | +101.4% | -43.2% | +144.5% | +107.9% |
| All | +219.8% | -19.7% | +239.5% | +201.1% |
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