+27.5%
KWEB vs ES
+150.1%
-122.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.1% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -8.7% | -2.0% | -6.8% | -8.5% |
| 3M | -4.0% | +1.7% | -5.7% | -4.3% |
| 6M | -13.1% | -3.5% | -9.6% | -12.9% |
| YTD | -23.5% | +7.9% | -31.4% | -24.5% |
| 1Y | -27.2% | +17.2% | -44.3% | -29.0% |
| 3Y | -2.1% | +29.3% | -31.4% | -6.8% |
| 5Y | -40.8% | -5.7% | -35.0% | -41.8% |
| 10Y | -17.5% | +85.2% | -102.7% | -25.5% |
| All | +27.5% | +150.1% | -122.6% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling