-43.6%
KWEB vs CP
+32.2%
-75.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.7% |
| 7D | -4.3% | -2.7% | -1.6% | -3.1% |
| 30D | -13.0% | -3.4% | -9.6% | -11.7% |
| 3M | -7.6% | -0.6% | -6.9% | -7.7% |
| 6M | -21.1% | +6.3% | -27.4% | -24.0% |
| YTD | -28.2% | +21.2% | -49.4% | -35.4% |
| 1Y | -34.9% | +20.0% | -54.9% | -41.2% |
| 3Y | -0.8% | +18.7% | -19.5% | -11.8% |
| 5Y | -43.6% | +34.8% | -78.3% | -53.7% |
| All | -43.6% | +32.2% | -75.7% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling