-22.5%
KWEB vs COPX
+583.8%
-606.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -5.6% | -2.3% | -3.2% | -4.7% |
| 30D | -10.7% | +0.3% | -10.9% | -11.4% |
| 3M | -7.4% | +6.8% | -14.2% | -12.4% |
| 6M | -19.3% | +7.9% | -27.3% | -25.6% |
| YTD | -27.8% | +23.7% | -51.5% | -39.6% |
| 1Y | -35.9% | +71.5% | -107.5% | -56.1% |
| 3Y | -1.9% | +149.1% | -151.0% | -47.3% |
| 5Y | -43.2% | +167.3% | -210.5% | -70.6% |
| All | -22.5% | +583.8% | -606.3% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling