-2.6%
KWEB vs ES
+27.6%
-30.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -4.3% | -3.5% | -0.8% | -3.8% |
| 30D | -13.0% | -3.0% | -10.0% | -12.6% |
| 3M | -7.6% | -0.3% | -7.3% | -7.8% |
| 6M | -21.1% | -5.2% | -16.0% | -20.7% |
| YTD | -28.2% | +4.8% | -33.0% | -29.1% |
| 1Y | -34.9% | +12.7% | -47.6% | -36.9% |
| All | -2.6% | +27.6% | -30.2% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling