+40.0%
CVS vs KWEB
-19.7%
+59.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.7% |
| 7D | -2.2% | -5.6% | +3.4% | -1.7% |
| 30D | -0.1% | -10.7% | +10.6% | +0.8% |
| 3M | -5.2% | -7.4% | +2.2% | -4.7% |
| 6M | +26.9% | -19.3% | +46.2% | +28.8% |
| YTD | +22.1% | -27.8% | +49.8% | +24.9% |
| 1Y | +30.8% | -35.9% | +66.7% | +34.9% |
| 3Y | +54.4% | -1.9% | +56.3% | +52.8% |
| 5Y | +33.4% | -43.2% | +76.5% | +38.6% |
| All | +40.0% | -19.7% | +59.8% | +25.2% |
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