+21.3%
KWEB vs CG
+215.8%
-194.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -0.8% |
| 7D | -3.6% | -6.4% | +2.8% | -1.2% |
| 30D | -14.9% | -7.1% | -7.8% | -12.9% |
| 3M | -5.4% | -1.6% | -3.8% | -5.6% |
| 6M | -18.9% | -8.3% | -10.5% | -17.3% |
| YTD | -27.2% | -23.8% | -3.4% | -21.1% |
| 1Y | -34.2% | -28.7% | -5.5% | -27.3% |
| 3Y | +0.6% | +49.2% | -48.5% | -21.8% |
| 5Y | -43.5% | +5.5% | -49.0% | -51.0% |
| 10Y | -20.6% | +331.2% | -351.8% | -61.2% |
| All | +21.3% | +215.8% | -194.5% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling