+24.1%
KWEB vs EMB
+61.3%
-37.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -1.3% | +0.3% | -1.6% | -1.7% |
| 30D | -11.5% | -0.5% | -11.0% | -10.9% |
| 3M | -2.9% | +0.3% | -3.2% | -3.4% |
| 6M | -14.6% | +1.2% | -15.8% | -15.8% |
| YTD | -25.5% | +1.5% | -27.0% | -26.8% |
| 1Y | -31.1% | +4.8% | -35.9% | -35.1% |
| 3Y | +3.0% | +30.4% | -27.4% | -27.4% |
| 5Y | -42.6% | +7.3% | -49.9% | -47.6% |
| 10Y | -21.1% | +29.7% | -50.8% | -43.0% |
| All | +24.1% | +61.3% | -37.1% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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