-33.2%
KWEB vs RDW
-11.3%
-21.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -19.8% | +21.6% | +2.5% |
| 7D | +8.6% | -32.4% | +41.1% | +10.0% |
| 30D | +0.9% | -41.7% | +42.6% | +2.8% |
| 3M | -13.2% | -42.3% | +29.0% | -11.8% |
| 6M | -13.2% | -28.8% | +15.6% | -14.8% |
| YTD | -27.3% | -18.6% | -8.7% | -30.3% |
| 1Y | -33.2% | -15.2% | -18.0% | -36.3% |
| All | -33.2% | -11.3% | -21.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling