+274.2%
CME vs KWEB
-19.7%
+294.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.5% |
| 7D | -1.6% | -5.6% | +4.0% | -1.1% |
| 30D | +5.6% | -10.7% | +16.3% | +6.6% |
| 3M | +5.6% | -7.4% | +13.0% | +6.2% |
| 6M | -8.3% | -19.3% | +11.1% | -6.7% |
| YTD | +4.3% | -27.8% | +32.1% | +7.0% |
| 1Y | +9.1% | -35.9% | +45.0% | +13.0% |
| 3Y | +52.1% | -1.9% | +54.0% | +48.8% |
| 5Y | +79.7% | -43.2% | +122.8% | +83.5% |
| All | +274.2% | -19.7% | +294.0% | +252.3% |
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 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