-8.7%
KWEB vs CFG
+396.4%
-405.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.0% | +1.5% | -2.6% | -1.4% |
| 30D | -8.7% | -3.8% | -4.9% | -7.8% |
| 3M | -4.0% | +11.5% | -15.5% | -7.0% |
| 6M | -13.1% | +19.2% | -32.3% | -17.5% |
| YTD | -23.5% | +23.7% | -47.2% | -28.1% |
| 1Y | -27.2% | +38.8% | -66.0% | -33.8% |
| 3Y | -2.1% | +178.9% | -181.0% | -28.5% |
| 5Y | -40.8% | +101.8% | -142.6% | -53.3% |
| 10Y | -17.5% | +317.3% | -334.7% | -52.9% |
| All | -8.7% | +396.4% | -405.1% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling