-22.5%
KWEB vs EOG
+121.1%
-143.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -5.6% | +1.5% | -7.1% | -5.8% |
| 30D | -10.7% | +2.9% | -13.6% | -11.2% |
| 3M | -7.4% | +8.7% | -16.1% | -9.1% |
| 6M | -19.3% | +12.9% | -32.2% | -21.7% |
| YTD | -27.8% | +43.8% | -71.6% | -33.4% |
| 1Y | -35.9% | +27.1% | -63.0% | -39.5% |
| 3Y | -1.9% | +25.9% | -27.8% | -8.3% |
| 5Y | -43.2% | +177.9% | -221.1% | -55.4% |
| All | -22.5% | +121.1% | -143.6% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling