-29.8%
KWEB vs ESTC
+26.3%
-56.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.7% | +1.0% | -1.7% |
| 7D | -1.3% | -4.3% | +3.0% | -0.4% |
| 30D | -11.5% | +17.7% | -29.2% | -16.0% |
| 3M | -2.9% | +42.3% | -45.2% | -12.3% |
| 6M | -14.6% | +64.6% | -79.2% | -26.6% |
| YTD | -25.5% | +17.2% | -42.7% | -30.8% |
| 1Y | -31.1% | -4.2% | -26.9% | -33.1% |
| 3Y | +3.0% | +13.5% | -10.5% | -15.3% |
| 5Y | -42.6% | -45.5% | +2.9% | -46.1% |
| All | -29.8% | +26.3% | -56.1% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling