-42.6%
KWEB vs CVE
+327.8%
-370.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.2% | -3.2% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -11.5% | +17.5% | -29.0% | -14.8% |
| 3M | -2.9% | +16.2% | -19.1% | -6.6% |
| 6M | -14.6% | +47.8% | -62.4% | -23.1% |
| YTD | -25.5% | +98.5% | -124.0% | -38.0% |
| 1Y | -31.1% | +109.8% | -140.9% | -43.6% |
| 3Y | +3.0% | +75.5% | -72.5% | -14.2% |
| 5Y | -42.6% | +341.6% | -384.2% | -63.8% |
| All | -42.6% | +327.8% | -370.4% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 5y: compounded portfolio wealth divided by compounded CVE 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…
5y analysis · Full analysis span regression · 6 months rolling