-7.0%
KWEB vs CART
+39.2%
-46.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.2% |
| 7D | -7.5% | +1.2% | -8.7% | -7.6% |
| 30D | -7.3% | +17.8% | -25.1% | -8.5% |
| 3M | -16.8% | +20.7% | -37.5% | -18.0% |
| 6M | -21.4% | +49.7% | -71.1% | -23.8% |
| YTD | -32.7% | +30.0% | -62.7% | -34.3% |
| 1Y | -38.2% | +48.4% | -86.6% | -40.3% |
| 3Y | -4.8% | +132.0% | -136.8% | -11.8% |
| All | -7.0% | +39.2% | -46.2% | -12.8% |
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