-4.2%
KWEB vs ESI
+222.6%
-226.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -3.6% | +3.9% | -7.5% | -4.6% |
| 30D | -14.9% | -3.8% | -11.1% | -14.1% |
| 3M | -5.4% | -13.1% | +7.7% | -2.9% |
| 6M | -18.9% | +11.3% | -30.2% | -23.1% |
| YTD | -27.2% | +44.1% | -71.3% | -36.5% |
| 1Y | -34.2% | +40.3% | -74.6% | -42.3% |
| 3Y | +0.6% | +84.1% | -83.4% | -20.0% |
| 5Y | -43.5% | +75.8% | -119.3% | -54.8% |
| 10Y | -20.6% | +320.7% | -341.3% | -50.9% |
| All | -4.2% | +222.6% | -226.7% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling