-42.1%
KWEB vs ELAN
-30.9%
-11.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | -5.6% | -5.4% | -0.1% | -4.1% |
| 30D | -10.7% | +4.7% | -15.4% | -11.9% |
| 3M | -7.4% | -3.7% | -3.8% | -7.0% |
| 6M | -19.3% | -1.2% | -18.1% | -20.4% |
| YTD | -27.8% | +2.4% | -30.1% | -29.5% |
| 1Y | -35.9% | +23.4% | -59.3% | -40.9% |
| 3Y | -1.9% | +96.7% | -98.6% | -28.1% |
| All | -42.1% | -30.9% | -11.1% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling