+1,400.9%
CIEN vs KWEB
+22.0%
+1,378.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.3% |
| 7D | -4.6% | -3.6% | -1.0% | -3.5% |
| 30D | -12.8% | -14.9% | +2.1% | -8.5% |
| 3M | -23.1% | -5.4% | -17.6% | -22.1% |
| 6M | +6.1% | -18.9% | +25.0% | +13.0% |
| YTD | +44.5% | -27.2% | +71.7% | +59.0% |
| 1Y | +176.6% | -34.2% | +210.8% | +214.5% |
| 3Y | +601.0% | +0.6% | +600.3% | +577.7% |
| 5Y | +509.1% | -43.5% | +552.6% | +565.9% |
| 10Y | +1,460.5% | -20.6% | +1,481.1% | +1,152.6% |
| All | +1,400.9% | +22.0% | +1,378.9% | +806.1% |
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