+3.2%
KWEB vs CRBG
+117.3%
-114.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.8% | +0.3% |
| 7D | -5.6% | +0.6% | -6.1% | -5.7% |
| 30D | -10.7% | +2.6% | -13.3% | -11.3% |
| 3M | -7.4% | +24.0% | -31.4% | -12.5% |
| 6M | -19.3% | +50.5% | -69.8% | -27.9% |
| YTD | -27.8% | +17.1% | -44.9% | -31.3% |
| 1Y | -35.9% | +5.9% | -41.8% | -37.6% |
| 3Y | -1.9% | +122.7% | -124.7% | -24.3% |
| All | +3.2% | +117.3% | -114.1% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling