-0.4%
KWEB vs ETHA
-27.9%
+27.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.6% | +0.2% |
| 7D | -5.6% | +3.5% | -9.0% | -6.0% |
| 30D | -10.7% | +35.3% | -46.0% | -14.3% |
| 3M | -7.4% | +50.9% | -58.3% | -12.7% |
| 6M | -19.3% | +22.1% | -41.4% | -21.9% |
| YTD | -27.8% | -14.6% | -13.2% | -27.4% |
| 1Y | -35.9% | -42.8% | +6.9% | -32.7% |
| All | -0.4% | -27.9% | +27.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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