-19.3%
KWEB vs CAKE
+66.6%
-86.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +0.6% |
| 7D | -5.6% | -4.5% | -1.0% | -5.4% |
| 30D | -10.7% | -12.4% | +1.8% | -10.3% |
| 3M | -7.4% | +37.3% | -44.8% | -6.4% |
| 6M | -19.3% | +70.7% | -90.0% | -18.0% |
| All | -19.3% | +66.6% | -86.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 6mo: compounded portfolio wealth divided by compounded CAKE 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…
6mo analysis · Full analysis span regression · 6 months rolling