-33.9%
KWEB vs ELAN
+13.9%
-47.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.0% | +1.5% | +3.9% |
| 7D | +5.8% | +11.7% | -6.0% | +3.5% |
| 30D | -1.0% | +12.4% | -13.4% | -3.3% |
| 3M | -15.8% | -1.1% | -14.7% | -15.9% |
| 6M | -14.9% | +12.4% | -27.4% | -18.5% |
| YTD | -28.6% | +11.8% | -40.4% | -31.0% |
| 1Y | -33.9% | +12.5% | -46.4% | -36.2% |
| All | -33.9% | +13.9% | -47.8% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling