+19.6%
KWEB vs EIX
+88.3%
-68.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | -4.3% | +0.8% | -5.1% | -4.4% |
| 30D | -13.0% | -18.8% | +5.8% | -10.8% |
| 3M | -7.6% | -19.7% | +12.1% | -5.3% |
| 6M | -21.1% | -18.2% | -2.9% | -19.5% |
| YTD | -28.2% | -1.7% | -26.5% | -29.1% |
| 1Y | -34.9% | +7.8% | -42.6% | -36.7% |
| 3Y | -0.8% | -5.6% | +4.9% | -2.5% |
| 5Y | -43.6% | +23.7% | -67.2% | -47.2% |
| 10Y | -21.7% | +21.4% | -43.1% | -29.3% |
| All | +19.6% | +88.3% | -68.7% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling