-42.1%
KWEB vs EFX
-36.2%
-5.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -5.6% | -4.5% | -1.0% | -4.2% |
| 30D | -10.7% | -6.1% | -4.6% | -9.2% |
| 3M | -7.4% | +6.2% | -13.6% | -10.0% |
| 6M | -19.3% | -11.2% | -8.1% | -17.3% |
| YTD | -27.8% | -21.4% | -6.3% | -23.5% |
| 1Y | -35.9% | -34.3% | -1.6% | -28.0% |
| 3Y | -1.9% | -12.5% | +10.6% | -5.9% |
| All | -42.1% | -36.2% | -5.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 5y: compounded portfolio wealth divided by compounded EFX 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…
5y analysis · Full analysis span regression · 6 months rolling