-22.5%
KWEB vs RIG
-41.2%
+18.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -5.6% | -3.1% | -2.5% | -5.2% |
| 30D | -10.7% | -0.5% | -10.1% | -10.7% |
| 3M | -7.4% | -6.0% | -1.4% | -7.0% |
| 6M | -19.3% | -10.1% | -9.2% | -19.0% |
| YTD | -27.8% | +37.3% | -65.0% | -31.1% |
| 1Y | -35.9% | +73.9% | -109.9% | -40.8% |
| 3Y | -1.9% | -30.2% | +28.2% | -2.5% |
| 5Y | -43.2% | +62.5% | -105.6% | -50.0% |
| All | -22.5% | -41.2% | +18.7% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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