-2.6%
KWEB vs ESTC
+7.0%
-9.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.1% |
| 7D | -4.3% | -13.2% | +8.9% | -3.3% |
| 30D | -13.0% | +9.3% | -22.3% | -13.8% |
| 3M | -7.6% | +37.3% | -44.9% | -10.1% |
| 6M | -21.1% | +61.0% | -82.1% | -24.2% |
| YTD | -28.2% | +10.7% | -38.9% | -29.3% |
| 1Y | -34.9% | -7.2% | -27.7% | -35.1% |
| All | -2.6% | +7.0% | -9.6% | -4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling