+72.4%
CB vs KWEB
-2.9%
+75.2%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.3% |
| 7D | -1.0% | -2.7% | +1.6% | -1.0% |
| 30D | +7.3% | -4.4% | +11.7% | +7.3% |
| 3M | +7.0% | -15.7% | +22.8% | +7.0% |
| 6M | +16.3% | -20.0% | +36.4% | +16.3% |
| YTD | +19.7% | -30.5% | +50.2% | +20.0% |
| 1Y | +27.8% | -36.6% | +64.4% | +28.3% |
| All | +72.4% | -2.9% | +75.2% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling