+19.6%
KWEB vs CAG
-17.0%
+36.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -1.1% |
| 7D | -4.3% | -5.9% | +1.6% | -3.8% |
| 30D | -13.0% | -1.5% | -11.5% | -12.9% |
| 3M | -7.6% | +11.5% | -19.0% | -8.5% |
| 6M | -21.1% | -15.7% | -5.4% | -20.1% |
| YTD | -28.2% | -10.2% | -18.0% | -27.8% |
| 1Y | -34.9% | -18.1% | -16.8% | -34.0% |
| 3Y | -0.8% | -39.4% | +38.6% | +2.7% |
| 5Y | -43.6% | -42.6% | -1.0% | -41.6% |
| 10Y | -21.7% | -35.6% | +13.9% | -23.4% |
| All | +19.6% | -17.0% | +36.6% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling