-22.5%
KWEB vs CFG
+316.8%
-339.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | -5.6% | -0.4% | -5.1% | -5.5% |
| 30D | -10.7% | -4.6% | -6.0% | -9.7% |
| 3M | -7.4% | +6.7% | -14.1% | -9.1% |
| 6M | -19.3% | +22.1% | -41.4% | -23.6% |
| YTD | -27.8% | +23.2% | -50.9% | -31.8% |
| 1Y | -35.9% | +40.3% | -76.2% | -41.6% |
| 3Y | -1.9% | +187.9% | -189.8% | -27.5% |
| 5Y | -43.2% | +102.0% | -145.1% | -54.5% |
| All | -22.5% | +316.8% | -339.4% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling