+2.9%
KWEB vs CART
+14.3%
-11.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | -2.2% |
| 7D | -1.3% | -4.1% | +2.8% | -1.0% |
| 30D | -11.5% | -4.3% | -7.2% | -11.3% |
| 3M | -2.9% | +13.1% | -16.0% | -3.9% |
| 6M | -14.6% | +26.0% | -40.7% | -16.4% |
| YTD | -25.5% | +6.7% | -32.2% | -26.1% |
| 1Y | -31.1% | +6.3% | -37.3% | -31.8% |
| All | +2.9% | +14.3% | -11.3% | -2.0% |
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