-43.1%
KWEB vs CSGP
-64.7%
+21.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.8% |
| 7D | -1.0% | -4.1% | +3.0% | +0.2% |
| 30D | -8.7% | +2.3% | -11.0% | -9.8% |
| 3M | -4.0% | -8.2% | +4.2% | -2.3% |
| 6M | -13.1% | -35.1% | +21.9% | -1.1% |
| YTD | -23.5% | -54.0% | +30.5% | -2.5% |
| 1Y | -27.2% | -65.3% | +38.2% | +3.2% |
| 3Y | -2.1% | -62.6% | +60.4% | +29.2% |
| All | -43.1% | -64.7% | +21.6% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling