-46.3%
KWEB vs ES
+5.7%
-52.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.3% |
| 7D | -7.5% | -1.1% | -6.4% | -7.3% |
| 30D | -7.3% | +8.2% | -15.5% | -8.4% |
| 3M | -16.8% | +0.6% | -17.4% | -16.9% |
| 6M | -21.4% | +6.0% | -27.4% | -22.3% |
| YTD | -32.7% | +9.3% | -42.0% | -33.9% |
| 1Y | -38.2% | +1.1% | -39.3% | -38.6% |
| 3Y | -4.8% | +51.9% | -56.7% | -13.3% |
| All | -46.3% | +5.7% | -52.0% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling