-33.9%
KWEB vs CART
+61.3%
-95.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +4.4% |
| 7D | +5.8% | +1.4% | +4.4% | +5.7% |
| 30D | -1.0% | +29.7% | -30.6% | -2.0% |
| 3M | -15.8% | +29.7% | -45.5% | -16.6% |
| 6M | -14.9% | +36.8% | -51.7% | -16.1% |
| YTD | -28.6% | +31.7% | -60.2% | -30.2% |
| 1Y | -33.9% | +62.4% | -96.3% | -36.2% |
| All | -33.9% | +61.3% | -95.2% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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