+322.0%
CMG vs KWEB
-19.7%
+341.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -2.1% | -5.6% | +3.5% | -0.9% |
| 30D | +10.9% | -10.7% | +21.6% | +13.5% |
| 3M | +15.8% | -7.4% | +23.3% | +17.4% |
| 6M | +6.9% | -19.3% | +26.3% | +11.3% |
| YTD | -2.2% | -27.8% | +25.6% | +4.2% |
| 1Y | -7.1% | -35.9% | +28.9% | +1.5% |
| 3Y | -7.1% | -1.9% | -5.2% | -9.9% |
| 5Y | -4.8% | -43.2% | +38.4% | +1.3% |
| All | +322.0% | -19.7% | +341.7% | +342.2% |
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