+3.0%
KWEB vs CF
+76.4%
-73.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.7% | -3.4% | -2.7% |
| 7D | -1.3% | -0.9% | -0.3% | -1.2% |
| 30D | -11.5% | +18.1% | -29.6% | -12.5% |
| 3M | -2.9% | +23.4% | -26.3% | -4.3% |
| 6M | -14.6% | +17.1% | -31.7% | -16.9% |
| YTD | -25.5% | +76.2% | -101.8% | -33.3% |
| 1Y | -31.1% | +62.3% | -93.3% | -37.4% |
| 3Y | +3.0% | +71.8% | -68.9% | -11.6% |
| All | +3.0% | +76.4% | -73.4% | -11.6% |
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