-45.0%
KWEB vs CF
+115.5%
-160.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.6% |
| 7D | -2.7% | +10.4% | -13.0% | -3.0% |
| 30D | -4.4% | +7.6% | -11.9% | -4.6% |
| 3M | -15.7% | +5.2% | -20.9% | -16.0% |
| 6M | -20.0% | -0.1% | -19.9% | -20.2% |
| YTD | -30.5% | +61.7% | -92.2% | -34.0% |
| 1Y | -36.6% | +50.3% | -86.9% | -39.4% |
| 3Y | -1.7% | +66.0% | -67.7% | -7.3% |
| 5Y | -45.0% | +114.5% | -159.5% | -49.8% |
| All | -45.0% | +115.5% | -160.5% | -49.8% |
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