-1.9%
KWEB vs CAH
+176.8%
-178.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -5.6% | -5.1% | -0.5% | -5.5% |
| 30D | -10.7% | +0.2% | -10.9% | -10.7% |
| 3M | -7.4% | +6.3% | -13.7% | -7.5% |
| 6M | -19.3% | +9.4% | -28.7% | -19.3% |
| YTD | -27.8% | +15.0% | -42.7% | -27.7% |
| 1Y | -35.9% | +55.4% | -91.4% | -36.3% |
| 3Y | -1.9% | +173.8% | -175.8% | -7.3% |
| All | -1.9% | +176.8% | -178.7% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 3y: compounded portfolio wealth divided by compounded CAH 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…
3y analysis · Full analysis span regression · 6 months rolling