-22.5%
KWEB vs ENTG
+797.5%
-820.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.1% |
| 7D | -5.6% | +1.2% | -6.7% | -6.0% |
| 30D | -10.7% | -12.9% | +2.2% | -6.9% |
| 3M | -7.4% | -3.1% | -4.4% | -10.6% |
| 6M | -19.3% | +21.0% | -40.3% | -29.8% |
| YTD | -27.8% | +67.0% | -94.8% | -45.3% |
| 1Y | -35.9% | +68.6% | -104.6% | -52.5% |
| 3Y | -1.9% | +48.6% | -50.6% | -29.6% |
| 5Y | -43.2% | +18.6% | -61.8% | -57.7% |
| All | -22.5% | +797.5% | -820.0% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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