-22.5%
KWEB vs ES
+82.1%
-104.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.3% | +0.7% |
| 7D | -5.6% | -3.6% | -2.0% | -5.1% |
| 30D | -10.7% | -4.2% | -6.4% | -10.2% |
| 3M | -7.4% | +0.1% | -7.5% | -7.6% |
| 6M | -19.3% | -6.2% | -13.1% | -18.8% |
| YTD | -27.8% | +4.1% | -31.8% | -28.3% |
| 1Y | -35.9% | +10.2% | -46.1% | -37.1% |
| 3Y | -1.9% | +26.1% | -28.0% | -6.4% |
| 5Y | -43.2% | -5.3% | -37.8% | -44.2% |
| All | -22.5% | +82.1% | -104.6% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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