+245.6%
CRH vs KWEB
-19.7%
+265.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.9% |
| 7D | -6.1% | -5.6% | -0.5% | -4.7% |
| 30D | -9.3% | -10.7% | +1.4% | -6.7% |
| 3M | -15.2% | -7.4% | -7.8% | -13.8% |
| 6M | -14.2% | -19.3% | +5.1% | -9.9% |
| YTD | -28.3% | -27.8% | -0.5% | -22.6% |
| 1Y | -21.8% | -35.9% | +14.2% | -13.3% |
| 3Y | +71.6% | -1.9% | +73.6% | +67.3% |
| 5Y | +96.6% | -43.2% | +139.8% | +113.0% |
| All | +245.6% | -19.7% | +265.3% | +200.8% |
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