+373.5%
CB vs KWEB
+28.2%
+345.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.1% |
| 7D | +0.5% | -1.0% | +1.5% | +0.6% |
| 30D | -3.1% | -8.7% | +5.6% | -2.3% |
| 3M | +9.0% | -4.0% | +12.9% | +9.2% |
| 6M | +2.9% | -13.1% | +16.0% | +4.0% |
| YTD | +10.1% | -23.5% | +33.6% | +12.6% |
| 1Y | +22.8% | -27.2% | +49.9% | +26.0% |
| 3Y | +73.8% | -2.1% | +75.9% | +70.4% |
| 5Y | +99.2% | -40.8% | +140.0% | +104.0% |
| 10Y | +218.2% | -17.5% | +235.7% | +185.7% |
| All | +373.5% | +28.2% | +345.3% | +271.4% |
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