+21.3%
KWEB vs ETR
+435.7%
-414.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | -3.6% | +0.4% | -4.0% | -3.6% |
| 30D | -14.9% | +2.0% | -16.9% | -15.1% |
| 3M | -5.4% | -1.7% | -3.7% | -5.3% |
| 6M | -18.9% | +3.6% | -22.4% | -19.5% |
| YTD | -27.2% | +18.0% | -45.3% | -29.1% |
| 1Y | -34.2% | +26.2% | -60.5% | -36.5% |
| 3Y | +0.6% | +148.0% | -147.4% | -11.7% |
| 5Y | -43.5% | +126.1% | -169.5% | -50.1% |
| 10Y | -20.6% | +302.3% | -322.9% | -34.9% |
| All | +21.3% | +435.7% | -414.4% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling