-19.6%
KWEB vs ES
+98.2%
-117.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -7.8% | +2.7% | -10.5% | -8.1% |
| 30D | -6.4% | +7.6% | -14.0% | -7.3% |
| 3M | -14.6% | +0.5% | -15.1% | -14.7% |
| 6M | -25.0% | +7.6% | -32.6% | -25.9% |
| YTD | -32.7% | +10.2% | -42.9% | -33.7% |
| 1Y | -37.3% | +1.8% | -39.2% | -37.7% |
| 3Y | -5.9% | +55.4% | -61.3% | -12.3% |
| 5Y | -47.1% | +7.3% | -54.4% | -48.9% |
| All | -19.6% | +98.2% | -117.8% | -23.1% |
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