+21.3%
KWEB vs COO
+98.2%
-76.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.2% | +3.9% | +0.2% |
| 7D | -3.6% | -9.0% | +5.4% | 0.0% |
| 30D | -14.9% | -16.8% | +1.9% | -8.5% |
| 3M | -5.4% | -7.5% | +2.1% | -2.9% |
| 6M | -18.9% | -16.3% | -2.6% | -13.6% |
| YTD | -27.2% | -22.5% | -4.7% | -20.1% |
| 1Y | -34.2% | -7.0% | -27.2% | -33.6% |
| 3Y | +0.6% | -27.5% | +28.1% | +8.4% |
| 5Y | -43.5% | -43.3% | -0.2% | -33.2% |
| 10Y | -20.6% | +37.6% | -58.2% | -37.7% |
| All | +21.3% | +98.2% | -76.9% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling