+27.5%
KWEB vs CF
+375.7%
-348.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +2.5% |
| 7D | -1.0% | +6.0% | -7.0% | -2.0% |
| 30D | -8.7% | +14.8% | -23.6% | -10.9% |
| 3M | -4.0% | +14.1% | -18.0% | -6.4% |
| 6M | -13.1% | +28.5% | -41.7% | -18.3% |
| YTD | -23.5% | +74.9% | -98.4% | -32.3% |
| 1Y | -27.2% | +61.7% | -88.8% | -34.7% |
| 3Y | -2.1% | +80.3% | -82.5% | -15.3% |
| 5Y | -40.8% | +226.0% | -266.8% | -57.1% |
| 10Y | -17.5% | +569.9% | -587.3% | -51.8% |
| All | +27.5% | +375.7% | -348.2% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling