+19.6%
KWEB vs EFV
+163.2%
-143.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.1% |
| 7D | -4.3% | -2.0% | -2.3% | -2.4% |
| 30D | -13.0% | -0.2% | -12.8% | -12.8% |
| 3M | -7.6% | +9.1% | -16.7% | -15.5% |
| 6M | -21.1% | +11.7% | -32.8% | -29.5% |
| YTD | -28.2% | +17.0% | -45.3% | -38.8% |
| 1Y | -34.9% | +26.7% | -61.6% | -48.7% |
| 3Y | -0.8% | +90.2% | -90.9% | -47.2% |
| 5Y | -43.6% | +96.1% | -139.7% | -70.2% |
| 10Y | -21.7% | +164.5% | -186.2% | -67.6% |
| All | +19.6% | +163.2% | -143.6% | -48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling