-43.5%
KWEB vs CMS
+23.1%
-66.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.3% |
| 7D | -3.6% | +0.2% | -3.7% | -3.6% |
| 30D | -14.9% | -1.3% | -13.6% | -14.9% |
| 3M | -5.4% | -5.4% | 0.0% | -5.5% |
| 6M | -18.9% | -10.3% | -8.5% | -18.9% |
| YTD | -27.2% | -0.2% | -27.0% | -27.3% |
| 1Y | -34.2% | -0.9% | -33.4% | -34.3% |
| 3Y | +0.6% | +34.0% | -33.3% | +0.6% |
| 5Y | -43.5% | +23.6% | -67.0% | -45.1% |
| All | -43.5% | +23.1% | -66.6% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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