-33.9%
KWEB vs CRL
+85.3%
-119.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -7.3% | +11.7% | +4.6% |
| 7D | +5.8% | -12.8% | +18.5% | +6.2% |
| 30D | -1.0% | +5.0% | -6.0% | -1.5% |
| 3M | -15.8% | +39.4% | -55.2% | -17.3% |
| 6M | -14.9% | +89.4% | -104.3% | -18.3% |
| YTD | -28.6% | +63.6% | -92.1% | -30.9% |
| 1Y | -33.9% | +83.5% | -117.4% | -36.6% |
| All | -33.9% | +85.3% | -119.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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