+21.3%
KWEB vs COR
+675.0%
-653.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -3.6% | -3.9% | +0.3% | -2.9% |
| 30D | -14.9% | -0.3% | -14.6% | -14.9% |
| 3M | -5.4% | +15.9% | -21.3% | -8.0% |
| 6M | -18.9% | -10.3% | -8.6% | -17.6% |
| YTD | -27.2% | -3.7% | -23.5% | -27.2% |
| 1Y | -34.2% | +9.1% | -43.3% | -35.9% |
| 3Y | +0.6% | +86.6% | -85.9% | -14.0% |
| 5Y | -43.5% | +180.9% | -224.4% | -57.1% |
| 10Y | -20.6% | +407.4% | -428.0% | -51.6% |
| All | +21.3% | +675.0% | -653.8% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling