-1.9%
KWEB vs RIO
+88.2%
-90.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.3% |
| 7D | -5.6% | -3.2% | -2.4% | -3.7% |
| 30D | -10.7% | +0.9% | -11.6% | -11.4% |
| 3M | -7.4% | -1.4% | -6.0% | -7.0% |
| 6M | -19.3% | +10.9% | -30.3% | -25.7% |
| YTD | -27.8% | +31.2% | -59.0% | -42.1% |
| 1Y | -35.9% | +67.9% | -103.8% | -58.0% |
| 3Y | -1.9% | +88.8% | -90.7% | -40.5% |
| All | -1.9% | +88.2% | -90.1% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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