+27.5%
KWEB vs CSGP
+96.1%
-68.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.9% |
| 7D | -1.0% | -4.1% | +3.0% | +0.5% |
| 30D | -8.7% | +2.3% | -11.0% | -10.0% |
| 3M | -4.0% | -8.2% | +4.2% | -2.1% |
| 6M | -13.1% | -35.1% | +21.9% | +0.7% |
| YTD | -23.5% | -54.0% | +30.5% | +0.4% |
| 1Y | -27.2% | -65.3% | +38.2% | +6.9% |
| 3Y | -2.1% | -62.6% | +60.4% | +33.8% |
| 5Y | -40.8% | -64.8% | +24.0% | -19.7% |
| 10Y | -17.5% | +45.1% | -62.5% | -43.5% |
| All | +27.5% | +96.1% | -68.6% | -25.0% |
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