+17.8%
KWEB vs CSGP
+92.4%
-74.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | 0.0% |
| 7D | +3.4% | -3.2% | +6.5% | +4.5% |
| 30D | -3.5% | +2.2% | -5.7% | -5.5% |
| 3M | -17.4% | -3.7% | -13.7% | -17.9% |
| 6M | -18.6% | -7.4% | -11.1% | -18.7% |
| YTD | -29.3% | -54.9% | +25.6% | -8.1% |
| 1Y | -35.9% | -54.9% | +19.0% | -16.8% |
| 3Y | -0.1% | -61.9% | +61.9% | +33.5% |
| 5Y | -41.2% | -63.1% | +21.9% | -22.8% |
| 10Y | -18.9% | +65.1% | -84.1% | -48.4% |
| All | +17.8% | +92.4% | -74.6% | -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