-42.1%
KWEB vs ELF
+217.5%
-259.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.5% |
| 7D | -5.6% | -11.6% | +6.1% | -3.9% |
| 30D | -10.7% | +4.6% | -15.3% | -11.4% |
| 3M | -7.4% | +59.7% | -67.1% | -14.0% |
| 6M | -19.3% | +21.2% | -40.5% | -22.3% |
| YTD | -27.8% | +27.4% | -55.2% | -31.5% |
| 1Y | -35.9% | -29.8% | -6.1% | -34.3% |
| 3Y | -1.9% | -28.5% | +26.5% | -9.7% |
| All | -42.1% | +217.5% | -259.6% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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