-2.9%
KWEB vs CF
+66.4%
-69.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | -2.7% | +10.4% | -13.0% | -3.1% |
| 30D | -4.4% | +7.6% | -11.9% | -4.7% |
| 3M | -15.7% | +5.2% | -20.9% | -16.2% |
| 6M | -20.0% | -0.1% | -19.9% | -20.3% |
| YTD | -30.5% | +61.7% | -92.2% | -38.0% |
| 1Y | -36.6% | +50.3% | -86.9% | -42.5% |
| All | -2.9% | +66.4% | -69.3% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling