+99.4%
CB vs KWEB
-42.3%
+141.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.4% |
| 7D | -0.5% | -3.6% | +3.0% | -0.4% |
| 30D | -3.1% | -14.9% | +11.8% | -2.5% |
| 3M | +4.2% | -5.4% | +9.6% | +4.3% |
| 6M | +4.7% | -18.9% | +23.6% | +5.4% |
| YTD | +8.8% | -27.2% | +36.1% | +10.0% |
| 1Y | +22.6% | -34.2% | +56.9% | +24.4% |
| 3Y | +70.6% | +0.6% | +70.0% | +68.7% |
| 5Y | +99.4% | -43.5% | +142.9% | +106.6% |
| All | +99.4% | -42.3% | +141.8% | +106.6% |
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 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