+24.1%
KWEB vs ECL
+245.1%
-221.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -1.3% | -0.8% | -0.5% | -1.0% |
| 30D | -11.5% | -2.5% | -9.0% | -10.6% |
| 3M | -2.9% | +8.3% | -11.2% | -6.5% |
| 6M | -14.6% | -1.1% | -13.6% | -14.7% |
| YTD | -25.5% | +6.5% | -32.0% | -28.0% |
| 1Y | -31.1% | +2.1% | -33.2% | -32.3% |
| 3Y | +3.0% | +57.6% | -54.6% | -17.3% |
| 5Y | -42.6% | +28.1% | -70.7% | -50.8% |
| 10Y | -21.1% | +153.2% | -174.4% | -56.7% |
| All | +24.1% | +245.1% | -221.0% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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