-22.5%
KWEB vs CRL
+256.1%
-278.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.3% | 0.0% |
| 7D | -5.6% | -3.5% | -2.0% | -4.5% |
| 30D | -10.7% | -2.1% | -8.5% | -10.1% |
| 3M | -7.4% | +48.0% | -55.4% | -19.2% |
| 6M | -19.3% | +64.7% | -84.1% | -33.0% |
| YTD | -27.8% | +39.5% | -67.2% | -37.0% |
| 1Y | -35.9% | +74.2% | -110.1% | -48.8% |
| 3Y | -1.9% | +39.4% | -41.3% | -21.3% |
| 5Y | -43.2% | -36.9% | -6.3% | -37.9% |
| All | -22.5% | +256.1% | -278.6% | -58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling