-22.5%
KWEB vs ED
+108.5%
-131.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.6% |
| 7D | -5.6% | -0.8% | -4.8% | -5.6% |
| 30D | -10.7% | -0.4% | -10.3% | -10.7% |
| 3M | -7.4% | +0.5% | -7.9% | -7.4% |
| 6M | -19.3% | -3.1% | -16.2% | -19.3% |
| YTD | -27.8% | +9.8% | -37.6% | -27.7% |
| 1Y | -35.9% | +12.6% | -48.5% | -35.9% |
| 3Y | -1.9% | +31.4% | -33.3% | -2.5% |
| 5Y | -43.2% | +69.4% | -112.6% | -44.0% |
| All | -22.5% | +108.5% | -131.0% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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