-22.5%
KWEB vs EME
+1,362.1%
-1,384.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | -0.4% |
| 7D | -5.6% | +3.5% | -9.1% | -6.4% |
| 30D | -10.7% | -6.3% | -4.3% | -9.4% |
| 3M | -7.4% | -3.8% | -3.7% | -7.4% |
| 6M | -19.3% | +8.5% | -27.8% | -22.1% |
| YTD | -27.8% | +27.8% | -55.6% | -33.2% |
| 1Y | -35.9% | +22.2% | -58.2% | -40.6% |
| 3Y | -1.9% | +253.5% | -255.4% | -35.5% |
| 5Y | -43.2% | +578.6% | -621.8% | -69.9% |
| All | -22.5% | +1,362.1% | -1,384.6% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling