-33.9%
KWEB vs CFG
+34.2%
-68.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.4% | +2.1% | +4.0% |
| 7D | +5.8% | +1.8% | +4.0% | +5.4% |
| 30D | -1.0% | +3.3% | -4.3% | -1.6% |
| 3M | -15.8% | -9.8% | -6.0% | -14.1% |
| 6M | -14.9% | +5.2% | -20.1% | -16.8% |
| YTD | -28.6% | +16.1% | -44.7% | -32.7% |
| 1Y | -33.9% | +33.7% | -67.6% | -40.1% |
| All | -33.9% | +34.2% | -68.2% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling