-22.5%
KWEB vs CTAS
+687.6%
-710.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +0.1% |
| 7D | -5.6% | +0.5% | -6.1% | -5.7% |
| 30D | -10.7% | -0.7% | -9.9% | -10.5% |
| 3M | -7.4% | +11.1% | -18.5% | -11.4% |
| 6M | -19.3% | +2.1% | -21.5% | -20.5% |
| YTD | -27.8% | +8.0% | -35.7% | -30.5% |
| 1Y | -35.9% | -0.5% | -35.5% | -36.4% |
| 3Y | -1.9% | +66.2% | -68.1% | -24.1% |
| 5Y | -43.2% | +109.2% | -152.4% | -60.5% |
| All | -22.5% | +687.6% | -710.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling