+1.2%
KWEB vs CART
+112.9%
-111.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | +4.1% | +1.5% | +2.6% | +4.0% |
| 30D | -2.5% | +22.4% | -24.9% | -3.8% |
| 3M | -15.2% | +16.5% | -31.7% | -16.1% |
| 6M | -17.7% | +44.9% | -62.6% | -19.8% |
| YTD | -28.6% | +30.0% | -58.6% | -30.1% |
| 1Y | -33.8% | +59.1% | -92.9% | -36.2% |
| 3Y | +1.2% | +138.8% | -137.6% | -2.3% |
| All | +1.2% | +112.9% | -111.7% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling