+21.3%
KWEB vs RIG
-85.9%
+107.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.2% |
| 7D | -3.6% | -8.2% | +4.6% | -2.7% |
| 30D | -14.9% | -0.2% | -14.7% | -14.9% |
| 3M | -5.4% | -2.7% | -2.7% | -5.4% |
| 6M | -18.9% | -7.5% | -11.4% | -18.8% |
| YTD | -27.2% | +38.3% | -65.5% | -30.7% |
| 1Y | -34.2% | +81.8% | -116.1% | -39.6% |
| 3Y | +0.6% | -30.2% | +30.8% | +0.1% |
| 5Y | -43.5% | +59.9% | -103.4% | -50.4% |
| 10Y | -20.6% | -41.9% | +21.3% | -32.9% |
| All | +21.3% | -85.9% | +107.2% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling