+458.3%
CRM vs KWEB
+21.1%
+437.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.7% |
| 7D | -4.4% | -5.6% | +1.1% | -2.6% |
| 30D | +28.1% | -10.7% | +38.8% | +32.9% |
| 3M | +48.8% | -7.4% | +56.2% | +52.6% |
| 6M | +28.3% | -19.3% | +47.6% | +36.9% |
| YTD | -6.0% | -27.8% | +21.7% | +3.8% |
| 1Y | +1.4% | -35.9% | +37.4% | +16.5% |
| 3Y | +11.8% | -1.9% | +13.8% | +5.4% |
| 5Y | -2.0% | -43.2% | +41.2% | +6.2% |
| 10Y | +239.6% | -21.2% | +260.8% | +177.5% |
| All | +458.3% | +21.1% | +437.2% | +259.9% |
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