-1.9%
KWEB vs RDW
+241.5%
-243.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | -5.6% | +0.9% | -6.4% | -5.6% |
| 30D | -10.7% | -21.3% | +10.6% | -9.5% |
| 3M | -7.4% | -37.9% | +30.4% | -5.4% |
| 6M | -19.3% | +12.3% | -31.6% | -21.7% |
| YTD | -27.8% | +39.7% | -67.5% | -31.6% |
| 1Y | -35.9% | +25.7% | -61.6% | -39.4% |
| 3Y | -1.9% | +230.8% | -232.8% | -21.7% |
| All | -1.9% | +241.5% | -243.4% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling