-22.5%
KWEB vs COR
+406.5%
-429.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -5.6% | -2.8% | -2.7% | -5.2% |
| 30D | -10.7% | +2.6% | -13.2% | -11.0% |
| 3M | -7.4% | +14.5% | -21.9% | -9.1% |
| 6M | -19.3% | -7.8% | -11.5% | -18.6% |
| YTD | -27.8% | -4.2% | -23.5% | -27.6% |
| 1Y | -35.9% | +7.0% | -42.9% | -36.9% |
| 3Y | -1.9% | +85.5% | -87.5% | -12.7% |
| 5Y | -43.2% | +181.2% | -224.4% | -54.0% |
| All | -22.5% | +406.5% | -429.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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