-2.6%
KWEB vs CNP
+49.7%
-52.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.3% | -1.2% |
| 7D | -4.3% | -2.2% | -2.2% | -4.1% |
| 30D | -13.0% | -2.1% | -10.9% | -12.9% |
| 3M | -7.6% | -7.9% | +0.4% | -7.1% |
| 6M | -21.1% | -8.3% | -12.8% | -20.7% |
| YTD | -28.2% | +3.8% | -32.0% | -29.2% |
| 1Y | -34.9% | +5.9% | -40.7% | -36.0% |
| All | -2.6% | +49.7% | -52.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling