-42.1%
KWEB vs CRS
+1,363.4%
-1,405.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.9% |
| 7D | -5.6% | -6.8% | +1.2% | -4.3% |
| 30D | -10.7% | -16.1% | +5.5% | -7.6% |
| 3M | -7.4% | -21.2% | +13.8% | -3.5% |
| 6M | -19.3% | +8.7% | -28.0% | -21.6% |
| YTD | -27.8% | +41.0% | -68.7% | -33.7% |
| 1Y | -35.9% | +82.7% | -118.6% | -44.7% |
| 3Y | -1.9% | +604.8% | -606.7% | -43.4% |
| All | -42.1% | +1,363.4% | -1,405.5% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 5y: compounded portfolio wealth divided by compounded CRS 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…
5y analysis · Full analysis span regression · 6 months rolling