+21.3%
KWEB vs ELV
+457.9%
-436.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.0% |
| 7D | -3.6% | -2.2% | -1.4% | -3.2% |
| 30D | -14.9% | -0.2% | -14.7% | -14.9% |
| 3M | -5.4% | -6.1% | +0.7% | -4.6% |
| 6M | -18.9% | +42.8% | -61.7% | -25.1% |
| YTD | -27.2% | +14.4% | -41.6% | -30.0% |
| 1Y | -34.2% | +28.6% | -62.8% | -38.4% |
| 3Y | +0.6% | -7.4% | +8.0% | -0.6% |
| 5Y | -43.5% | +14.5% | -57.9% | -48.3% |
| 10Y | -20.6% | +257.4% | -278.0% | -49.9% |
| All | +21.3% | +457.9% | -436.6% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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