-22.5%
KWEB vs CAG
-36.2%
+13.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -5.6% | -5.7% | +0.1% | -5.3% |
| 30D | -10.7% | -2.4% | -8.3% | -10.6% |
| 3M | -7.4% | +9.8% | -17.2% | -7.9% |
| 6M | -19.3% | -10.8% | -8.5% | -19.0% |
| YTD | -27.8% | -10.8% | -16.9% | -27.5% |
| 1Y | -35.9% | -19.0% | -17.0% | -35.4% |
| 3Y | -1.9% | -39.7% | +37.8% | 0.0% |
| 5Y | -43.2% | -43.0% | -0.2% | -42.1% |
| All | -22.5% | -36.2% | +13.7% | -23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling