-42.1%
KWEB vs CPB
-41.0%
-1.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -5.6% | -1.8% | -3.8% | -5.7% |
| 30D | -10.7% | -7.1% | -3.6% | -11.1% |
| 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% | -29.0% |
| 1Y | -35.9% | -33.8% | -2.1% | -38.1% |
| 3Y | -1.9% | -43.7% | +41.8% | -7.2% |
| All | -42.1% | -41.0% | -1.1% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling