+20.4%
KWEB vs CNC
+375.8%
-355.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -5.6% | -0.9% | -4.6% | -5.4% |
| 30D | -10.7% | -1.0% | -9.7% | -10.6% |
| 3M | -7.4% | +4.5% | -11.9% | -8.3% |
| 6M | -19.3% | +85.2% | -104.5% | -27.6% |
| YTD | -27.8% | +61.4% | -89.2% | -34.1% |
| 1Y | -35.9% | +94.9% | -130.8% | -43.8% |
| 3Y | -1.9% | 0.0% | -1.9% | -6.8% |
| 5Y | -43.2% | +11.2% | -54.4% | -48.5% |
| 10Y | -21.2% | +98.7% | -119.9% | -42.3% |
| All | +20.4% | +375.8% | -355.4% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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