+78.7%
CME vs KWEB
-45.1%
+123.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.2% |
| 7D | -2.4% | -4.3% | +1.9% | -2.2% |
| 30D | +6.2% | -13.0% | +19.2% | +6.8% |
| 3M | +4.4% | -7.6% | +11.9% | +4.7% |
| 6M | -9.6% | -21.1% | +11.5% | -8.8% |
| YTD | +3.8% | -28.2% | +32.0% | +5.2% |
| 1Y | +9.5% | -34.9% | +44.4% | +11.5% |
| 3Y | +51.9% | -0.8% | +52.7% | +49.7% |
| 5Y | +78.7% | -43.6% | +122.3% | +78.8% |
| All | +78.7% | -45.1% | +123.8% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling