-26.4%
KWEB vs ELF
+317.0%
-343.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.7% |
| 7D | -3.6% | -6.8% | +3.2% | -2.6% |
| 30D | -14.9% | +5.1% | -20.0% | -15.6% |
| 3M | -5.4% | +79.8% | -85.2% | -13.2% |
| 6M | -18.9% | +29.7% | -48.6% | -22.5% |
| YTD | -27.2% | +31.6% | -58.8% | -31.1% |
| 1Y | -34.2% | -27.9% | -6.3% | -33.1% |
| 3Y | +0.6% | -26.4% | +27.1% | -4.7% |
| 5Y | -43.5% | +235.6% | -279.1% | -61.4% |
| All | -26.4% | +317.0% | -343.4% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling