+725.2%
ETN vs KWEB
+21.1%
+704.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.8% |
| 7D | +3.5% | -5.6% | +9.1% | +4.8% |
| 30D | -7.5% | -10.7% | +3.2% | -5.3% |
| 3M | +8.3% | -7.4% | +15.7% | +9.8% |
| 6M | +20.2% | -19.3% | +39.5% | +25.3% |
| YTD | +34.7% | -27.8% | +62.4% | +43.5% |
| 1Y | +19.4% | -35.9% | +55.4% | +30.4% |
| 3Y | +85.5% | -1.9% | +87.4% | +81.6% |
| 5Y | +186.6% | -43.2% | +229.8% | +203.6% |
| 10Y | +724.7% | -21.2% | +745.8% | +600.9% |
| All | +725.2% | +21.1% | +704.1% | +449.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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