-1.9%
KWEB vs EL
-34.0%
+32.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -5.6% | -6.5% | +0.9% | -4.3% |
| 30D | -10.7% | +11.1% | -21.8% | -12.8% |
| 3M | -7.4% | +10.7% | -18.1% | -9.6% |
| 6M | -19.3% | +6.9% | -26.2% | -21.3% |
| YTD | -27.8% | -6.3% | -21.5% | -28.2% |
| 1Y | -35.9% | +13.5% | -49.4% | -39.4% |
| 3Y | -1.9% | -33.1% | +31.1% | +3.5% |
| All | -1.9% | -34.0% | +32.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling