+478.2%
CRH vs KWEB
+21.1%
+457.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +0.8% |
| 7D | -6.1% | -5.6% | -0.5% | -4.6% |
| 30D | -9.3% | -10.7% | +1.4% | -6.5% |
| 3M | -15.2% | -7.4% | -7.8% | -13.7% |
| 6M | -14.2% | -19.3% | +5.1% | -9.6% |
| YTD | -28.3% | -27.8% | -0.5% | -22.2% |
| 1Y | -21.8% | -35.9% | +14.2% | -12.7% |
| 3Y | +71.6% | -1.9% | +73.6% | +66.6% |
| 5Y | +96.6% | -43.2% | +139.8% | +111.1% |
| 10Y | +253.8% | -21.2% | +275.0% | +202.5% |
| All | +478.2% | +21.1% | +457.1% | +311.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling