-35.9%
KWEB vs CPB
-33.6%
-2.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -5.6% | -1.8% | -3.8% | -5.6% |
| 30D | -10.7% | -7.1% | -3.6% | -10.9% |
| 3M | -7.4% | -6.0% | -1.4% | -7.7% |
| 6M | -19.3% | -5.3% | -14.1% | -19.5% |
| YTD | -27.8% | -20.8% | -6.9% | -29.4% |
| 1Y | -35.9% | -33.8% | -2.1% | -39.1% |
| All | -35.9% | -33.6% | -2.3% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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