-22.5%
KWEB vs CGNX
+193.6%
-216.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.7% |
| 7D | -5.6% | +3.2% | -8.7% | -6.5% |
| 30D | -10.7% | +6.0% | -16.7% | -12.7% |
| 3M | -7.4% | +3.5% | -11.0% | -9.7% |
| 6M | -19.3% | +26.3% | -45.6% | -27.0% |
| YTD | -27.8% | +79.2% | -107.0% | -44.5% |
| 1Y | -35.9% | +43.8% | -79.7% | -47.0% |
| 3Y | -1.9% | +52.0% | -53.9% | -25.2% |
| 5Y | -43.2% | -24.0% | -19.1% | -44.6% |
| All | -22.5% | +193.6% | -216.1% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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