-22.5%
KWEB vs EAT
+374.9%
-397.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -5.6% | -7.7% | +2.1% | -4.5% |
| 30D | -10.7% | -13.6% | +2.9% | -8.9% |
| 3M | -7.4% | +33.9% | -41.3% | -11.4% |
| 6M | -19.3% | +47.2% | -66.5% | -24.3% |
| YTD | -27.8% | +48.1% | -75.8% | -32.4% |
| 1Y | -35.9% | +33.7% | -69.6% | -39.5% |
| 3Y | -1.9% | +595.8% | -597.7% | -30.9% |
| 5Y | -43.2% | +314.4% | -357.6% | -58.3% |
| All | -22.5% | +374.9% | -397.5% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling