+20.4%
KWEB vs EME
+1,880.8%
-1,860.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.7% | -0.5% |
| 7D | -5.6% | +3.5% | -9.1% | -6.5% |
| 30D | -10.7% | -6.3% | -4.3% | -9.3% |
| 3M | -7.4% | -3.8% | -3.7% | -7.5% |
| 6M | -19.3% | +8.5% | -27.8% | -22.5% |
| YTD | -27.8% | +27.8% | -55.6% | -33.9% |
| 1Y | -35.9% | +22.2% | -58.2% | -41.2% |
| 3Y | -1.9% | +253.5% | -255.4% | -38.6% |
| 5Y | -43.2% | +578.6% | -621.8% | -72.0% |
| 10Y | -21.2% | +1,355.6% | -1,376.7% | -73.4% |
| All | +20.4% | +1,880.8% | -1,860.4% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling