+421.5%
CORZ vs KWEB
+7.1%
+414.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.0% |
| 7D | +0.3% | -5.6% | +5.8% | +2.7% |
| 30D | -14.0% | -10.7% | -3.4% | -9.8% |
| 3M | -34.1% | -7.4% | -26.7% | -32.3% |
| 6M | +8.5% | -19.3% | +27.8% | +18.2% |
| YTD | +23.2% | -27.8% | +51.0% | +40.8% |
| 1Y | +15.4% | -35.9% | +51.3% | +37.3% |
| All | +421.5% | +7.1% | +414.4% | +392.5% |
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