-43.5%
KWEB vs CF
+247.6%
-291.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.4% |
| 7D | -3.6% | -0.8% | -2.7% | -3.5% |
| 30D | -14.9% | +14.3% | -29.2% | -15.5% |
| 3M | -5.4% | +27.9% | -33.3% | -6.6% |
| 6M | -18.9% | +25.5% | -44.4% | -20.5% |
| YTD | -27.2% | +81.2% | -108.4% | -31.3% |
| 1Y | -34.2% | +66.5% | -100.7% | -37.5% |
| 3Y | +0.6% | +76.7% | -76.0% | -5.7% |
| 5Y | -43.5% | +237.8% | -281.3% | -50.5% |
| All | -43.5% | +247.6% | -291.1% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling