-33.9%
KWEB vs CAI
+12.6%
-46.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.3% | +4.4% |
| 7D | +5.8% | -6.3% | +12.1% | +6.0% |
| 30D | -1.0% | +9.3% | -10.3% | -1.4% |
| 3M | -15.8% | +106.3% | -122.2% | -17.6% |
| 6M | -14.9% | +77.7% | -92.7% | -16.3% |
| YTD | -28.6% | +23.1% | -51.7% | -31.0% |
| 1Y | -33.9% | +6.5% | -40.5% | -36.3% |
| All | -33.9% | +12.6% | -46.5% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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