-22.5%
KWEB vs EFV
+169.9%
-192.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | -0.5% |
| 7D | -5.6% | -0.8% | -4.8% | -4.8% |
| 30D | -10.7% | +0.6% | -11.3% | -11.3% |
| 3M | -7.4% | +7.5% | -14.9% | -14.3% |
| 6M | -19.3% | +13.0% | -32.3% | -29.1% |
| YTD | -27.8% | +18.3% | -46.1% | -39.5% |
| 1Y | -35.9% | +26.7% | -62.7% | -50.1% |
| 3Y | -1.9% | +89.6% | -91.5% | -49.1% |
| 5Y | -43.2% | +98.2% | -141.4% | -71.3% |
| All | -22.5% | +169.9% | -192.4% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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