-2.6%
KWEB vs COO
-38.4%
+35.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -14.7% | +13.3% | +1.5% |
| 7D | -4.3% | -23.3% | +19.0% | +0.6% |
| 30D | -13.0% | -29.5% | +16.5% | -7.0% |
| 3M | -7.6% | -20.0% | +12.4% | -3.8% |
| 6M | -21.1% | -27.2% | +6.1% | -16.1% |
| YTD | -28.2% | -33.9% | +5.7% | -22.1% |
| 1Y | -34.9% | -19.9% | -14.9% | -32.4% |
| All | -2.6% | -38.4% | +35.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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