-36.6%
KWEB vs CART
+54.8%
-91.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | -4.4% | +23.1% | -27.4% | -5.3% |
| 3M | -15.7% | +19.2% | -34.9% | -16.5% |
| 6M | -20.0% | +45.7% | -65.7% | -21.1% |
| YTD | -30.5% | +30.9% | -61.4% | -32.1% |
| 1Y | -36.6% | +50.2% | -86.7% | -38.7% |
| All | -36.6% | +54.8% | -91.3% | -38.7% |
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