+20.4%
KWEB vs CGNX
+424.3%
-403.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.6% |
| 7D | -5.6% | +3.2% | -8.7% | -6.5% |
| 30D | -10.7% | +6.0% | -16.7% | -12.6% |
| 3M | -7.4% | +3.5% | -11.0% | -9.6% |
| 6M | -19.3% | +26.3% | -45.6% | -26.7% |
| YTD | -27.8% | +79.2% | -107.0% | -43.7% |
| 1Y | -35.9% | +43.8% | -79.7% | -46.5% |
| 3Y | -1.9% | +52.0% | -53.9% | -23.9% |
| 5Y | -43.2% | -24.0% | -19.1% | -44.9% |
| 10Y | -21.2% | +189.1% | -210.2% | -51.4% |
| All | +20.4% | +424.3% | -403.9% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling