-22.5%
KWEB vs ESI
+312.8%
-335.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -5.6% | -4.6% | -0.9% | -4.0% |
| 30D | -10.7% | -10.5% | -0.2% | -7.4% |
| 3M | -7.4% | -19.8% | +12.4% | -1.5% |
| 6M | -19.3% | +5.8% | -25.1% | -23.4% |
| YTD | -27.8% | +38.3% | -66.1% | -38.5% |
| 1Y | -35.9% | +31.5% | -67.5% | -44.6% |
| 3Y | -1.9% | +80.7% | -82.6% | -26.9% |
| 5Y | -43.2% | +69.4% | -112.6% | -57.2% |
| All | -22.5% | +312.8% | -335.3% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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