-20.6%
KWEB vs CF
+599.7%
-620.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.7% |
| 7D | -3.6% | -0.8% | -2.7% | -3.5% |
| 30D | -14.9% | +14.3% | -29.2% | -16.7% |
| 3M | -5.4% | +27.9% | -33.3% | -9.1% |
| 6M | -18.9% | +25.5% | -44.4% | -22.9% |
| YTD | -27.2% | +81.2% | -108.4% | -35.5% |
| 1Y | -34.2% | +66.5% | -100.7% | -40.9% |
| 3Y | +0.6% | +76.7% | -76.0% | -11.8% |
| 5Y | -43.5% | +237.8% | -281.3% | -59.0% |
| 10Y | -20.6% | +619.9% | -640.4% | -49.5% |
| All | -20.6% | +599.7% | -620.3% | -49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling