+19.6%
KWEB vs CRS
+954.5%
-934.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -0.9% |
| 7D | -4.3% | -4.1% | -0.2% | -3.4% |
| 30D | -13.0% | -16.6% | +3.6% | -9.5% |
| 3M | -7.6% | -14.3% | +6.7% | -5.0% |
| 6M | -21.1% | +11.6% | -32.7% | -24.0% |
| YTD | -28.2% | +42.6% | -70.8% | -34.9% |
| 1Y | -34.9% | +81.8% | -116.7% | -44.6% |
| 3Y | -0.8% | +632.1% | -632.8% | -42.7% |
| 5Y | -43.6% | +1,401.6% | -1,445.2% | -73.7% |
| 10Y | -21.7% | +1,379.0% | -1,400.7% | -67.2% |
| All | +19.6% | +954.5% | -934.9% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling