-42.1%
KWEB vs EIX
+20.9%
-63.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -5.6% | -1.4% | -4.2% | -5.4% |
| 30D | -10.7% | -19.3% | +8.6% | -8.3% |
| 3M | -7.4% | -21.7% | +14.3% | -4.7% |
| 6M | -19.3% | -19.8% | +0.5% | -17.5% |
| YTD | -27.8% | -3.0% | -24.7% | -29.1% |
| 1Y | -35.9% | +5.1% | -41.0% | -38.4% |
| 3Y | -1.9% | -7.0% | +5.0% | -4.6% |
| All | -42.1% | +20.9% | -63.0% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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