-27.2%
KWEB vs ESTC
+7.3%
-34.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.5% | +2.2% |
| 7D | -1.0% | -8.1% | +7.1% | -0.6% |
| 30D | -8.7% | +31.7% | -40.4% | -10.4% |
| 3M | -4.0% | +41.1% | -45.0% | -6.5% |
| 6M | -13.1% | +77.1% | -90.2% | -15.6% |
| YTD | -23.5% | +21.7% | -45.2% | -25.2% |
| 1Y | -27.2% | +8.4% | -35.5% | -27.2% |
| All | -27.2% | +7.3% | -34.4% | -27.2% |
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