+0.6%
KWEB vs CART
+11.0%
-10.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -2.1% |
| 7D | -3.6% | -9.5% | +5.9% | -2.9% |
| 30D | -14.9% | -7.8% | -7.2% | -14.4% |
| 3M | -5.4% | +10.4% | -15.8% | -6.2% |
| 6M | -18.9% | +20.1% | -38.9% | -20.2% |
| YTD | -27.2% | +3.7% | -30.9% | -27.7% |
| 1Y | -34.2% | +2.6% | -36.8% | -34.7% |
| All | +0.6% | +11.0% | -10.5% | -4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling