+19.6%
KWEB vs CAH
+550.6%
-531.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.0% |
| 7D | -4.3% | -5.1% | +0.8% | -3.3% |
| 30D | -13.0% | -1.8% | -11.2% | -12.7% |
| 3M | -7.6% | +9.4% | -16.9% | -9.3% |
| 6M | -21.1% | +9.2% | -30.4% | -22.8% |
| YTD | -28.2% | +15.7% | -43.9% | -30.7% |
| 1Y | -34.9% | +59.7% | -94.6% | -41.5% |
| 3Y | -0.8% | +178.5% | -179.2% | -22.4% |
| 5Y | -43.6% | +398.3% | -441.8% | -62.4% |
| 10Y | -21.7% | +295.7% | -317.3% | -48.0% |
| All | +19.6% | +550.6% | -531.0% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling