+20.4%
KWEB vs CAKE
+210.0%
-189.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +0.4% |
| 7D | -5.6% | -4.5% | -1.0% | -4.7% |
| 30D | -10.7% | -12.4% | +1.8% | -8.4% |
| 3M | -7.4% | +37.3% | -44.8% | -13.4% |
| 6M | -19.3% | +70.7% | -90.0% | -28.0% |
| YTD | -27.8% | +106.0% | -133.7% | -38.0% |
| 1Y | -35.9% | +79.7% | -115.6% | -43.7% |
| 3Y | -1.9% | +267.8% | -269.7% | -27.0% |
| 5Y | -43.2% | +159.9% | -203.1% | -56.0% |
| 10Y | -21.2% | +154.3% | -175.5% | -46.1% |
| All | +20.4% | +210.0% | -189.6% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling