+118.5%
CVS vs KWEB
+22.0%
+96.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | -1.9% | -3.6% | +1.7% | -1.6% |
| 30D | -0.3% | -14.9% | +14.6% | +1.1% |
| 3M | -1.1% | -5.4% | +4.3% | -0.7% |
| 6M | +23.7% | -18.9% | +42.6% | +25.8% |
| YTD | +23.0% | -27.2% | +50.2% | +26.2% |
| 1Y | +37.2% | -34.2% | +71.4% | +41.9% |
| 3Y | +62.4% | +0.6% | +61.8% | +60.0% |
| 5Y | +31.8% | -43.5% | +75.3% | +36.3% |
| 10Y | +41.9% | -20.6% | +62.5% | +28.8% |
| All | +118.5% | +22.0% | +96.6% | +75.6% |
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 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