-35.9%
KWEB vs CCI
-15.7%
-20.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.6% |
| 7D | -5.6% | -0.3% | -5.3% | -5.6% |
| 30D | -10.7% | +2.2% | -12.9% | -10.8% |
| 3M | -7.4% | -16.9% | +9.5% | -6.5% |
| 6M | -19.3% | -11.5% | -7.8% | -18.6% |
| YTD | -27.8% | -12.8% | -14.9% | -27.5% |
| 1Y | -35.9% | -17.1% | -18.9% | -36.0% |
| All | -35.9% | -15.7% | -20.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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