-22.5%
KWEB vs CMI
+516.5%
-539.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.2% |
| 7D | -5.6% | -0.7% | -4.9% | -5.3% |
| 30D | -10.7% | -12.4% | +1.7% | -5.9% |
| 3M | -7.4% | -14.8% | +7.4% | -2.3% |
| 6M | -19.3% | +0.8% | -20.1% | -21.5% |
| YTD | -27.8% | +10.2% | -37.9% | -32.8% |
| 1Y | -35.9% | +37.4% | -73.4% | -46.2% |
| 3Y | -1.9% | +153.3% | -155.2% | -38.2% |
| 5Y | -43.2% | +167.6% | -210.8% | -65.7% |
| All | -22.5% | +516.5% | -539.0% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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