-33.9%
KWEB vs EOG
+45.9%
-79.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -5.2% | +9.7% | +3.7% |
| 7D | +5.8% | -8.6% | +14.4% | +4.5% |
| 30D | -1.0% | +2.8% | -3.7% | -0.8% |
| 3M | -15.8% | +3.2% | -19.0% | -15.6% |
| 6M | -14.9% | +5.3% | -20.3% | -14.3% |
| YTD | -28.6% | +44.5% | -73.1% | -30.2% |
| 1Y | -33.9% | +44.2% | -78.1% | -35.3% |
| All | -33.9% | +45.9% | -79.8% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling