+24.1%
KWEB vs CRL
+508.0%
-483.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | 0.0% | -1.8% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | -11.5% | +5.0% | -16.5% | -13.0% |
| 3M | -2.9% | +50.6% | -53.5% | -16.3% |
| 6M | -14.6% | +60.9% | -75.6% | -29.2% |
| YTD | -25.5% | +40.7% | -66.3% | -35.7% |
| 1Y | -31.1% | +73.3% | -104.4% | -45.4% |
| 3Y | +3.0% | +40.6% | -37.6% | -18.5% |
| 5Y | -42.6% | -37.0% | -5.6% | -37.8% |
| 10Y | -21.1% | +244.3% | -265.4% | -61.9% |
| All | +24.1% | +508.0% | -483.8% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling