-31.9%
KWEB vs ESTC
+19.1%
-51.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -5.6% | -9.2% | +3.6% | -3.3% |
| 30D | -10.7% | +8.1% | -18.7% | -13.3% |
| 3M | -7.4% | +38.5% | -45.9% | -15.9% |
| 6M | -19.3% | +57.8% | -77.1% | -29.9% |
| YTD | -27.8% | +10.5% | -38.3% | -31.9% |
| 1Y | -35.9% | -6.4% | -29.6% | -37.5% |
| 3Y | -1.9% | +4.7% | -6.6% | -17.5% |
| 5Y | -43.2% | -47.8% | +4.6% | -46.1% |
| All | -31.9% | +19.1% | -51.0% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling