+24.1%
KWEB vs CPB
-29.1%
+53.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.8% | -4.4% | -2.7% |
| 7D | -1.3% | -8.2% | +6.9% | -1.1% |
| 30D | -11.5% | -5.6% | -5.9% | -11.4% |
| 3M | -2.9% | +3.0% | -5.9% | -3.0% |
| 6M | -14.6% | -12.7% | -1.9% | -14.5% |
| YTD | -25.5% | -18.0% | -7.5% | -25.3% |
| 1Y | -31.1% | -31.7% | +0.7% | -30.7% |
| 3Y | +3.0% | -41.0% | +43.9% | +3.6% |
| 5Y | -42.6% | -38.4% | -4.2% | -42.8% |
| 10Y | -21.1% | -45.0% | +23.8% | -19.4% |
| All | +24.1% | -29.1% | +53.2% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling