+15.8%
KWEB vs CVE
+27.1%
-11.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.1% |
| 7D | -2.7% | +0.1% | -2.7% | -2.7% |
| 30D | -4.4% | -10.8% | +6.5% | -2.7% |
| 3M | -15.7% | -4.3% | -11.4% | -15.5% |
| 6M | -20.0% | -1.5% | -18.5% | -20.6% |
| YTD | -30.5% | +70.7% | -101.2% | -38.2% |
| 1Y | -36.6% | +58.1% | -94.7% | -42.9% |
| 3Y | -1.7% | +69.8% | -71.5% | -13.9% |
| 5Y | -45.0% | +148.9% | -193.9% | -56.0% |
| 10Y | -19.8% | +143.5% | -163.4% | -42.4% |
| All | +15.8% | +27.1% | -11.2% | -5.9% |
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