-22.5%
KWEB vs ENB
+92.6%
-115.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +1.0% |
| 7D | -5.6% | -4.7% | -0.9% | -3.8% |
| 30D | -10.7% | -5.9% | -4.8% | -8.6% |
| 3M | -7.4% | -14.2% | +6.8% | -2.0% |
| 6M | -19.3% | -8.6% | -10.7% | -16.9% |
| YTD | -27.8% | +3.9% | -31.6% | -29.6% |
| 1Y | -35.9% | +1.8% | -37.7% | -37.1% |
| 3Y | -1.9% | +68.5% | -70.4% | -22.7% |
| 5Y | -43.2% | +62.4% | -105.6% | -54.3% |
| All | -22.5% | +92.6% | -115.1% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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