-21.2%
KWEB vs EQX
+232.0%
-253.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.4% |
| 7D | -5.6% | -3.2% | -2.4% | -5.1% |
| 30D | -10.7% | +7.8% | -18.4% | -11.9% |
| 3M | -7.4% | +21.3% | -28.8% | -10.7% |
| 6M | -19.3% | -22.4% | +3.1% | -17.2% |
| YTD | -27.8% | -11.3% | -16.4% | -27.9% |
| 1Y | -35.9% | +13.5% | -49.4% | -38.9% |
| 3Y | -1.9% | +162.1% | -164.1% | -21.2% |
| 5Y | -43.2% | +84.2% | -127.4% | -54.6% |
| All | -21.2% | +232.0% | -253.2% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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