-22.5%
KWEB vs CI
+144.2%
-166.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -10.7% | +1.8% | -12.4% | -11.0% |
| 3M | -7.4% | -4.2% | -3.2% | -6.9% |
| 6M | -19.3% | +8.8% | -28.2% | -21.0% |
| YTD | -27.8% | +3.7% | -31.5% | -28.6% |
| 1Y | -35.9% | -6.1% | -29.8% | -35.8% |
| 3Y | -1.9% | +4.5% | -6.4% | -6.2% |
| 5Y | -43.2% | +50.5% | -93.7% | -52.0% |
| All | -22.5% | +144.2% | -166.7% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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