+24.1%
KWEB vs EL
+81.8%
-57.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.6% | -1.8% |
| 7D | -1.3% | +1.7% | -3.0% | -1.9% |
| 30D | -11.5% | +15.5% | -27.0% | -16.9% |
| 3M | -2.9% | +20.6% | -23.5% | -10.5% |
| 6M | -14.6% | +10.5% | -25.1% | -19.9% |
| YTD | -25.5% | -1.9% | -23.6% | -28.1% |
| 1Y | -31.1% | +16.1% | -47.2% | -38.6% |
| 3Y | +3.0% | -30.2% | +33.2% | +6.1% |
| 5Y | -42.6% | -67.4% | +24.8% | -14.2% |
| 10Y | -21.1% | +31.2% | -52.4% | -40.7% |
| All | +24.1% | +81.8% | -57.7% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling