-43.5%
KWEB vs RACE
+87.3%
-130.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.9% |
| 7D | -3.6% | -2.6% | -0.9% | -2.3% |
| 30D | -14.9% | -1.1% | -13.8% | -14.6% |
| 3M | -5.4% | +12.5% | -18.0% | -11.4% |
| 6M | -18.9% | +17.4% | -36.3% | -26.0% |
| YTD | -27.2% | +10.1% | -37.3% | -31.9% |
| 1Y | -34.2% | -15.1% | -19.1% | -30.1% |
| 3Y | +0.6% | +38.9% | -38.3% | -32.3% |
| 5Y | -43.5% | +90.7% | -134.1% | -73.1% |
| All | -43.5% | +87.3% | -130.7% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 5y: compounded portfolio wealth divided by compounded RACE 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…
5y analysis · Full analysis span regression · 6 months rolling