-1.1%
KWEB vs RACE
+647.6%
-648.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.9% | +3.9% | +2.9% |
| 7D | -1.0% | -2.5% | +1.5% | 0.0% |
| 30D | -8.7% | +0.8% | -9.5% | -9.2% |
| 3M | -4.0% | +17.2% | -21.1% | -11.3% |
| 6M | -13.1% | +13.6% | -26.7% | -19.0% |
| YTD | -23.5% | +12.2% | -35.7% | -28.7% |
| 1Y | -27.2% | -16.3% | -10.9% | -23.1% |
| 3Y | -2.1% | +36.4% | -38.6% | -22.6% |
| 5Y | -40.8% | +95.0% | -135.7% | -61.3% |
| 10Y | -17.5% | +813.2% | -830.7% | -69.8% |
| All | -1.1% | +647.6% | -648.7% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling