+19.6%
CME vs KWEB
-34.1%
+53.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.5% | -3.1% | +1.3% |
| 7D | +4.8% | +5.8% | -0.9% | +4.8% |
| 30D | +14.2% | -1.0% | +15.1% | +14.1% |
| 3M | +17.9% | -15.8% | +33.7% | +17.7% |
| 6M | +7.2% | -14.9% | +22.2% | +6.4% |
| YTD | +16.7% | -28.6% | +45.3% | +16.3% |
| 1Y | +19.6% | -33.9% | +53.5% | +19.4% |
| All | +19.6% | -34.1% | +53.7% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling