-42.6%
CCL vs KWEB
-19.7%
-22.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.0% |
| 7D | -3.2% | -5.6% | +2.3% | -0.9% |
| 30D | -17.8% | -10.7% | -7.1% | -13.8% |
| 3M | -18.7% | -7.4% | -11.3% | -16.3% |
| 6M | -11.4% | -19.3% | +7.9% | -3.4% |
| YTD | -24.3% | -27.8% | +3.4% | -13.7% |
| 1Y | -28.8% | -35.9% | +7.1% | -15.0% |
| 3Y | +49.3% | -1.9% | +51.3% | +41.4% |
| 5Y | +1.6% | -43.2% | +44.8% | +15.0% |
| All | -42.6% | -19.7% | -22.9% | -49.0% |
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