+5.7%
KWEB vs CART
+21.6%
-15.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.1% |
| 7D | -1.0% | +1.0% | -2.1% | -1.1% |
| 30D | -8.7% | +12.6% | -21.3% | -9.5% |
| 3M | -4.0% | +23.1% | -27.1% | -5.5% |
| 6M | -13.1% | +39.5% | -52.7% | -15.5% |
| YTD | -23.5% | +13.5% | -37.0% | -24.5% |
| 1Y | -27.2% | +14.9% | -42.0% | -28.3% |
| All | +5.7% | +21.6% | -15.9% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling