-20.0%
CPNG vs KWEB
-2.3%
-17.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | -1.1% | -5.6% | +4.5% | +0.6% |
| 30D | -7.4% | -10.7% | +3.3% | -4.3% |
| 3M | -12.3% | -7.4% | -4.9% | -10.5% |
| 6M | -19.4% | -19.3% | -0.1% | -14.7% |
| YTD | -35.9% | -27.8% | -8.2% | -30.1% |
| 1Y | -53.4% | -35.9% | -17.5% | -47.4% |
| 3Y | -20.0% | -1.9% | -18.1% | -22.5% |
| All | -20.0% | -2.3% | -17.7% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling