+19.6%
KWEB vs EOG
+181.9%
-162.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -4.3% | +1.0% | -5.3% | -4.5% |
| 30D | -13.0% | +2.8% | -15.8% | -13.5% |
| 3M | -7.6% | +5.9% | -13.5% | -9.0% |
| 6M | -21.1% | +17.1% | -38.2% | -24.4% |
| YTD | -28.2% | +43.9% | -72.1% | -34.4% |
| 1Y | -34.9% | +26.9% | -61.7% | -38.8% |
| 3Y | -0.8% | +23.6% | -24.3% | -7.4% |
| 5Y | -43.6% | +178.1% | -221.7% | -57.0% |
| 10Y | -21.7% | +119.8% | -141.5% | -41.8% |
| All | +19.6% | +181.9% | -162.2% | -21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling