-22.5%
KWEB vs RBA
+206.5%
-229.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -0.4% |
| 7D | -5.6% | +0.1% | -5.6% | -5.6% |
| 30D | -10.7% | -2.9% | -7.7% | -10.0% |
| 3M | -7.4% | -20.9% | +13.5% | -2.0% |
| 6M | -19.3% | -17.7% | -1.7% | -15.7% |
| YTD | -27.8% | -18.2% | -9.6% | -24.7% |
| 1Y | -35.9% | -29.1% | -6.8% | -30.6% |
| 3Y | -1.9% | +29.5% | -31.5% | -12.1% |
| 5Y | -43.2% | +40.2% | -83.4% | -51.6% |
| All | -22.5% | +206.5% | -229.0% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling