+27.5%
KWEB vs CP
+312.3%
-284.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | -1.0% | -2.7% | +1.7% | 0.0% |
| 30D | -8.7% | +0.2% | -8.9% | -8.9% |
| 3M | -4.0% | +2.6% | -6.5% | -5.4% |
| 6M | -13.1% | +6.0% | -19.1% | -15.8% |
| YTD | -23.5% | +24.9% | -48.4% | -31.1% |
| 1Y | -27.2% | +20.1% | -47.3% | -33.4% |
| 3Y | -2.1% | +16.4% | -18.5% | -10.4% |
| 5Y | -40.8% | +31.7% | -72.5% | -49.0% |
| 10Y | -17.5% | +223.9% | -241.3% | -51.3% |
| All | +27.5% | +312.3% | -284.8% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling