+561.7%
CME vs KWEB
+24.8%
+536.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.6% | -0.8% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | +5.5% | -11.5% | +17.0% | +6.8% |
| 3M | +11.0% | -2.9% | +13.9% | +11.2% |
| 6M | -9.7% | -14.6% | +4.9% | -8.5% |
| YTD | +4.9% | -25.5% | +30.4% | +7.7% |
| 1Y | +10.1% | -31.1% | +41.2% | +13.9% |
| 3Y | +53.5% | +3.0% | +50.5% | +49.1% |
| 5Y | +77.2% | -42.6% | +119.8% | +80.7% |
| 10Y | +282.1% | -21.1% | +303.3% | +243.9% |
| All | +561.7% | +24.8% | +536.9% | +463.0% |
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 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