+27.5%
KWEB vs CVE
+44.1%
-16.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | -1.0% | +2.5% | -3.5% | -1.5% |
| 30D | -8.7% | +16.7% | -25.5% | -11.4% |
| 3M | -4.0% | +9.3% | -13.2% | -5.9% |
| 6M | -13.1% | +43.6% | -56.7% | -19.6% |
| YTD | -23.5% | +93.6% | -117.1% | -33.2% |
| 1Y | -27.2% | +98.8% | -125.9% | -36.9% |
| 3Y | -2.1% | +73.6% | -75.7% | -14.4% |
| 5Y | -40.8% | +312.5% | -353.3% | -56.4% |
| 10Y | -17.5% | +161.0% | -178.5% | -41.1% |
| All | +27.5% | +44.1% | -16.6% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling