-42.1%
KWEB vs CAPR
+69.4%
-111.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.6% |
| 7D | -5.6% | -11.0% | +5.4% | -5.4% |
| 30D | -10.7% | +99.8% | -110.4% | -11.6% |
| 3M | -7.4% | -66.6% | +59.2% | -6.9% |
| 6M | -19.3% | -75.1% | +55.7% | -18.6% |
| YTD | -27.8% | -71.0% | +43.2% | -27.3% |
| 1Y | -35.9% | +30.0% | -65.9% | -39.4% |
| 3Y | -1.9% | +29.0% | -30.9% | -20.9% |
| All | -42.1% | +69.4% | -111.5% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling