-36.6%
KWEB vs CRBG
+24.1%
-60.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -2.7% | -0.3% | -2.3% | -2.6% |
| 30D | -4.4% | +4.5% | -8.8% | -5.0% |
| 3M | -15.7% | +9.0% | -24.7% | -16.9% |
| 6M | -20.0% | +39.3% | -59.3% | -24.7% |
| YTD | -30.5% | +22.9% | -53.4% | -33.6% |
| 1Y | -36.6% | +24.4% | -61.0% | -39.6% |
| All | -36.6% | +24.1% | -60.7% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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