-43.6%
KWEB vs ESTC
-49.0%
+5.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.5% |
| 7D | -4.3% | -13.2% | +8.9% | -1.2% |
| 30D | -13.0% | +9.3% | -22.3% | -15.7% |
| 3M | -7.6% | +37.3% | -44.9% | -15.4% |
| 6M | -21.1% | +61.0% | -82.1% | -31.3% |
| YTD | -28.2% | +10.7% | -38.9% | -32.0% |
| 1Y | -34.9% | -7.2% | -27.7% | -36.0% |
| 3Y | -0.8% | +7.2% | -7.9% | -18.4% |
| 5Y | -43.6% | -47.7% | +4.2% | -48.9% |
| All | -43.6% | -49.0% | +5.4% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling