-33.9%
KWEB vs CAG
-6.8%
-27.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.0% | -1.5% | +4.3% |
| 7D | +5.8% | +9.7% | -3.9% | +5.6% |
| 30D | -1.0% | +15.8% | -16.7% | -1.1% |
| 3M | -15.8% | +1.8% | -17.6% | -15.7% |
| 6M | -14.9% | +11.5% | -26.4% | -14.9% |
| YTD | -28.6% | -6.7% | -21.9% | -29.9% |
| 1Y | -33.9% | -5.6% | -28.3% | -35.2% |
| All | -33.9% | -6.8% | -27.1% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling