-22.5%
KWEB vs ET
+177.0%
-199.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -10.7% | +2.9% | -13.5% | -11.3% |
| 3M | -7.4% | +16.8% | -24.2% | -11.0% |
| 6M | -19.3% | +18.9% | -38.2% | -22.9% |
| YTD | -27.8% | +37.7% | -65.5% | -33.5% |
| 1Y | -35.9% | +32.4% | -68.4% | -40.5% |
| 3Y | -1.9% | +99.5% | -101.4% | -18.2% |
| 5Y | -43.2% | +244.0% | -287.1% | -58.1% |
| All | -22.5% | +177.0% | -199.5% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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