-27.5%
KWEB vs CTVA
+210.9%
-238.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | -4.3% | -4.7% | +0.4% | -3.0% |
| 30D | -13.0% | +11.1% | -24.1% | -15.6% |
| 3M | -7.6% | +13.7% | -21.3% | -11.6% |
| 6M | -21.1% | +11.2% | -32.3% | -24.3% |
| YTD | -28.2% | +26.9% | -55.1% | -33.9% |
| 1Y | -34.9% | +18.8% | -53.7% | -39.0% |
| 3Y | -0.8% | +75.9% | -76.7% | -18.4% |
| 5Y | -43.6% | +105.2% | -148.8% | -55.7% |
| All | -27.5% | +210.9% | -238.4% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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