-19.8%
KWEB vs CSGP
+65.4%
-85.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.7% | -7.1% | +4.4% | -0.3% |
| 30D | -4.4% | +3.6% | -8.0% | -6.7% |
| 3M | -15.7% | -2.7% | -13.0% | -16.6% |
| 6M | -20.0% | -8.0% | -12.0% | -19.9% |
| YTD | -30.5% | -55.0% | +24.5% | -10.1% |
| 1Y | -36.6% | -55.8% | +19.2% | -17.6% |
| 3Y | -1.7% | -62.0% | +60.3% | +30.4% |
| 5Y | -45.0% | -62.9% | +17.9% | -28.8% |
| 10Y | -19.8% | +62.6% | -82.4% | -43.8% |
| All | -19.8% | +65.4% | -85.2% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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