-63.8%
KWEB vs RDW
-0.7%
-63.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.9% |
| 7D | -5.6% | +0.9% | -6.4% | -5.7% |
| 30D | -10.7% | -21.3% | +10.6% | -8.8% |
| 3M | -7.4% | -37.9% | +30.4% | -4.0% |
| 6M | -19.3% | +12.3% | -31.6% | -23.2% |
| YTD | -27.8% | +39.7% | -67.5% | -34.0% |
| 1Y | -35.9% | +25.7% | -61.6% | -41.7% |
| 3Y | -1.9% | +230.8% | -232.8% | -33.0% |
| 5Y | -43.2% | -8.8% | -34.4% | -58.6% |
| All | -63.8% | -0.7% | -63.1% | -73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling