-36.6%
KWEB vs CSGP
-55.2%
+18.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.7% | -7.1% | +4.4% | -2.1% |
| 30D | -4.4% | +3.6% | -8.0% | -4.9% |
| 3M | -15.7% | -2.7% | -13.0% | -15.8% |
| 6M | -20.0% | -8.0% | -12.0% | -20.2% |
| YTD | -30.5% | -55.0% | +24.5% | -25.8% |
| 1Y | -36.6% | -55.8% | +19.2% | -32.1% |
| All | -36.6% | -55.2% | +18.6% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling