-33.9%
KWEB vs ESTC
+1.6%
-35.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.3% | +4.5% |
| 7D | +5.8% | -15.9% | +21.6% | +6.9% |
| 30D | -1.0% | -5.5% | +4.5% | -0.7% |
| 3M | -15.8% | +26.2% | -42.0% | -17.5% |
| 6M | -14.9% | +77.0% | -92.0% | -17.8% |
| YTD | -28.6% | +18.9% | -47.5% | -30.3% |
| 1Y | -33.9% | +1.3% | -35.2% | -35.4% |
| All | -33.9% | +1.6% | -35.5% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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