-2.6%
KWEB vs CTAS
+64.7%
-67.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -4.3% | -1.3% | -3.0% | -4.1% |
| 30D | -13.0% | -3.1% | -9.9% | -12.6% |
| 3M | -7.6% | +10.3% | -17.9% | -9.1% |
| 6M | -21.1% | +1.6% | -22.8% | -21.4% |
| YTD | -28.2% | +6.3% | -34.5% | -29.0% |
| 1Y | -34.9% | -0.5% | -34.4% | -34.9% |
| All | -2.6% | +64.7% | -67.3% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling