+21.3%
KWEB vs ED
+191.8%
-170.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -14.9% | +1.9% | -16.9% | -14.9% |
| 3M | -5.4% | +1.9% | -7.3% | -5.4% |
| 6M | -18.9% | -2.3% | -16.6% | -18.9% |
| YTD | -27.2% | +10.9% | -38.1% | -27.2% |
| 1Y | -34.2% | +14.5% | -48.7% | -34.2% |
| 3Y | +0.6% | +33.4% | -32.8% | +0.2% |
| 5Y | -43.5% | +67.3% | -110.8% | -44.0% |
| 10Y | -20.6% | +110.7% | -131.3% | -21.8% |
| All | +21.3% | +191.8% | -170.5% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling