-20.6%
KWEB vs CSGP
+37.7%
-58.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -1.4% |
| 7D | -3.6% | -5.4% | +1.8% | -1.7% |
| 30D | -14.9% | -6.0% | -8.9% | -13.3% |
| 3M | -5.4% | -12.8% | +7.4% | -1.7% |
| 6M | -18.9% | -38.9% | +20.0% | -4.1% |
| YTD | -27.2% | -56.0% | +28.8% | -3.6% |
| 1Y | -34.2% | -66.4% | +32.2% | -3.2% |
| 3Y | +0.6% | -64.2% | +64.8% | +38.8% |
| 5Y | -43.5% | -67.0% | +23.5% | -22.3% |
| 10Y | -20.6% | +43.8% | -64.4% | -44.1% |
| All | -20.6% | +37.7% | -58.3% | -44.1% |
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