-13.0%
KWEB vs RACE
+639.5%
-652.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.1% |
| 7D | -7.5% | -4.0% | -3.5% | -5.8% |
| 30D | -7.3% | +3.5% | -10.9% | -8.8% |
| 3M | -16.8% | -0.4% | -16.4% | -17.0% |
| 6M | -21.4% | +23.2% | -44.6% | -29.3% |
| YTD | -32.7% | +11.0% | -43.7% | -37.1% |
| 1Y | -38.2% | -2.2% | -36.0% | -38.8% |
| 3Y | -4.8% | +22.5% | -27.4% | -20.5% |
| 5Y | -47.1% | +63.2% | -110.3% | -62.7% |
| 10Y | -22.4% | +704.3% | -726.7% | -70.5% |
| All | -13.0% | +639.5% | -652.5% | -68.8% |
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