+27.5%
KWEB vs CAPR
-37.3%
+64.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.0% |
| 7D | -1.0% | -2.0% | +1.0% | -1.0% |
| 30D | -8.7% | +139.2% | -147.9% | -10.4% |
| 3M | -4.0% | -66.4% | +62.4% | -3.3% |
| 6M | -13.1% | -63.1% | +50.0% | -12.8% |
| YTD | -23.5% | -67.4% | +43.9% | -23.1% |
| 1Y | -27.2% | +58.2% | -85.4% | -32.2% |
| 3Y | -2.1% | +42.2% | -44.3% | -12.0% |
| 5Y | -40.8% | +87.3% | -128.0% | -47.9% |
| 10Y | -17.5% | -75.3% | +57.8% | -30.7% |
| All | +27.5% | -37.3% | +64.8% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling