-42.1%
KWEB vs CI
+50.4%
-92.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.8% |
| 3M | -7.4% | -4.2% | -3.2% | -7.2% |
| 6M | -19.3% | +8.8% | -28.2% | -19.9% |
| YTD | -27.8% | +3.7% | -31.5% | -28.1% |
| 1Y | -35.9% | -6.1% | -29.8% | -35.8% |
| 3Y | -1.9% | +4.5% | -6.4% | -4.0% |
| All | -42.1% | +50.4% | -92.4% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling