+414.9%
CB vs KWEB
+16.5%
+398.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.5% |
| 7D | -1.0% | -2.7% | +1.6% | -0.8% |
| 30D | +7.3% | -4.4% | +11.7% | +7.7% |
| 3M | +7.0% | -15.7% | +22.8% | +8.7% |
| 6M | +16.3% | -20.0% | +36.4% | +18.5% |
| YTD | +19.7% | -30.5% | +50.2% | +23.5% |
| 1Y | +27.8% | -36.6% | +64.4% | +33.0% |
| 3Y | +72.0% | -1.7% | +73.7% | +68.3% |
| 5Y | +104.9% | -45.0% | +149.8% | +111.4% |
| 10Y | +246.7% | -19.8% | +266.6% | +210.2% |
| All | +414.9% | +16.5% | +398.4% | +307.3% |
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