-5.9%
KWEB vs CP
+36.4%
-42.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | -7.8% | +2.1% | -10.0% | -8.6% |
| 30D | -6.4% | +9.3% | -15.8% | -9.5% |
| 3M | -14.6% | +0.5% | -15.1% | -14.8% |
| 6M | -25.0% | +10.4% | -35.5% | -28.2% |
| YTD | -32.7% | +28.7% | -61.4% | -39.8% |
| 1Y | -37.3% | +33.2% | -70.5% | -44.9% |
| 3Y | -5.9% | +38.4% | -44.3% | -19.2% |
| All | -5.9% | +36.4% | -42.3% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling