+242.0%
COF vs KWEB
-19.7%
+261.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -5.1% | -5.6% | +0.4% | -3.8% |
| 30D | -6.0% | -10.7% | +4.6% | -3.5% |
| 3M | +14.8% | -7.4% | +22.2% | +16.7% |
| 6M | +15.3% | -19.3% | +34.7% | +20.8% |
| YTD | -13.0% | -27.8% | +14.7% | -6.6% |
| 1Y | -5.7% | -35.9% | +30.2% | +4.0% |
| 3Y | +118.1% | -1.9% | +120.1% | +110.9% |
| 5Y | +46.2% | -43.2% | +89.4% | +57.8% |
| All | +242.0% | -19.7% | +261.7% | +217.2% |
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