-1.9%
KWEB vs ETR
+143.8%
-145.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -5.6% | -1.8% | -3.8% | -5.4% |
| 30D | -10.7% | -1.8% | -8.9% | -10.6% |
| 3M | -7.4% | -3.6% | -3.8% | -7.3% |
| 6M | -19.3% | +2.6% | -21.9% | -20.0% |
| YTD | -27.8% | +16.0% | -43.8% | -29.5% |
| 1Y | -35.9% | +20.1% | -56.1% | -37.7% |
| 3Y | -1.9% | +143.6% | -145.5% | -11.8% |
| All | -1.9% | +143.8% | -145.8% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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