-33.9%
KWEB vs CF
+35.9%
-69.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.4% | +8.9% | +3.8% |
| 7D | +5.8% | -6.9% | +12.7% | +4.8% |
| 30D | -1.0% | -3.7% | +2.8% | -1.4% |
| 3M | -15.8% | -5.0% | -10.9% | -16.3% |
| 6M | -14.9% | -10.5% | -4.5% | -16.2% |
| YTD | -28.6% | +46.5% | -75.1% | -30.6% |
| 1Y | -33.9% | +34.8% | -68.7% | -35.5% |
| All | -33.9% | +35.9% | -69.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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