-35.9%
KWEB vs ESI
+34.2%
-70.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -5.6% | -4.6% | -0.9% | -4.8% |
| 30D | -10.7% | -10.5% | -0.2% | -9.0% |
| 3M | -7.4% | -19.8% | +12.4% | -4.4% |
| 6M | -19.3% | +5.8% | -25.1% | -23.8% |
| YTD | -27.8% | +38.3% | -66.1% | -38.8% |
| 1Y | -35.9% | +31.5% | -67.5% | -45.3% |
| All | -35.9% | +34.2% | -70.1% | -45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling