-22.5%
KWEB vs CG
+314.7%
-337.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.3% | +1.3% |
| 7D | -5.6% | -9.9% | +4.3% | -1.9% |
| 30D | -10.7% | -11.7% | +1.0% | -6.8% |
| 3M | -7.4% | -4.3% | -3.1% | -6.7% |
| 6M | -19.3% | -8.8% | -10.6% | -17.6% |
| YTD | -27.8% | -26.9% | -0.9% | -20.4% |
| 1Y | -35.9% | -35.4% | -0.5% | -26.4% |
| 3Y | -1.9% | +43.0% | -45.0% | -23.5% |
| 5Y | -43.2% | +1.9% | -45.1% | -50.5% |
| All | -22.5% | +314.7% | -337.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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