+19.0%
KWEB vs CSGP
+98.2%
-79.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.3% | -4.5% | -3.1% |
| 7D | +4.1% | -1.8% | +5.9% | +4.7% |
| 30D | -2.5% | +5.3% | -7.8% | -5.5% |
| 3M | -15.2% | +3.3% | -18.5% | -17.9% |
| 6M | -17.7% | -4.7% | -13.1% | -18.8% |
| YTD | -28.6% | -53.5% | +24.9% | -8.1% |
| 1Y | -33.8% | -53.7% | +19.9% | -14.9% |
| 3Y | +1.2% | -59.7% | +60.9% | +32.1% |
| 5Y | -39.2% | -62.5% | +23.3% | -20.6% |
| 10Y | -20.7% | +67.3% | -88.0% | -49.7% |
| All | +19.0% | +98.2% | -79.2% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling