+238.9%
CRM vs KWEB
-19.7%
+258.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.7% |
| 7D | -4.4% | -5.6% | +1.1% | -2.7% |
| 30D | +28.1% | -10.7% | +38.8% | +32.5% |
| 3M | +48.8% | -7.4% | +56.2% | +52.2% |
| 6M | +28.3% | -19.3% | +47.6% | +36.1% |
| YTD | -6.0% | -27.8% | +21.7% | +2.9% |
| 1Y | +1.4% | -35.9% | +37.4% | +15.0% |
| 3Y | +11.8% | -1.9% | +13.8% | +6.1% |
| 5Y | -2.0% | -43.2% | +41.2% | +7.8% |
| All | +238.9% | -19.7% | +258.6% | +170.6% |
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