+21.3%
KWEB vs CNP
+146.9%
-125.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | -3.6% | +0.7% | -4.2% | -3.7% |
| 30D | -14.9% | -0.1% | -14.8% | -14.9% |
| 3M | -5.4% | -5.6% | +0.2% | -4.5% |
| 6M | -18.9% | -7.5% | -11.4% | -17.9% |
| YTD | -27.2% | +5.5% | -32.7% | -28.4% |
| 1Y | -34.2% | +8.3% | -42.6% | -35.7% |
| 3Y | +0.6% | +51.8% | -51.1% | -8.9% |
| 5Y | -43.5% | +69.9% | -113.4% | -50.5% |
| 10Y | -20.6% | +139.9% | -160.5% | -40.8% |
| All | +21.3% | +146.9% | -125.7% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling