-35.9%
KWEB vs CP
+20.2%
-56.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | -5.6% | -2.6% | -3.0% | -5.1% |
| 30D | -10.7% | -3.7% | -6.9% | -10.0% |
| 3M | -7.4% | +0.1% | -7.5% | -7.6% |
| 6M | -19.3% | +7.8% | -27.2% | -21.3% |
| YTD | -27.8% | +21.7% | -49.5% | -31.7% |
| 1Y | -35.9% | +18.6% | -54.6% | -38.2% |
| All | -35.9% | +20.2% | -56.2% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling