+24.1%
KWEB vs CTAS
+1,868.4%
-1,844.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.7% |
| 7D | -1.3% | 0.0% | -1.2% | -1.3% |
| 30D | -11.5% | -1.0% | -10.5% | -11.2% |
| 3M | -2.9% | +15.8% | -18.7% | -9.0% |
| 6M | -14.6% | -1.0% | -13.6% | -14.9% |
| YTD | -25.5% | +7.4% | -32.9% | -28.4% |
| 1Y | -31.1% | -0.1% | -31.0% | -31.8% |
| 3Y | +3.0% | +66.3% | -63.3% | -21.6% |
| 5Y | -42.6% | +111.0% | -153.6% | -61.2% |
| 10Y | -21.1% | +662.9% | -684.0% | -74.2% |
| All | +24.1% | +1,868.4% | -1,844.3% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling