-2.6%
KWEB vs RAM
-75.8%
+73.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +20.5% | -22.2% | -1.0% |
| 7D | -2.7% | -8.0% | +5.4% | -2.5% |
| 30D | -4.4% | -40.4% | +36.1% | -4.9% |
| 3M | -15.7% | -37.0% | +21.3% | -15.5% |
| All | -2.6% | -75.8% | +73.2% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 RAM 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 · Available span rolling