+27.5%
KWEB vs CMS
+262.0%
-234.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | -8.7% | -3.6% | -5.1% | -8.5% |
| 3M | -4.0% | -1.9% | -2.1% | -4.0% |
| 6M | -13.1% | -11.0% | -2.2% | -12.6% |
| YTD | -23.5% | +0.2% | -23.7% | -23.6% |
| 1Y | -27.2% | -1.3% | -25.8% | -27.2% |
| 3Y | -2.1% | +35.9% | -38.1% | -4.6% |
| 5Y | -40.8% | +23.1% | -63.9% | -42.2% |
| 10Y | -17.5% | +117.9% | -135.4% | -24.2% |
| All | +27.5% | +262.0% | -234.5% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling