+24.1%
KWEB vs RL
+139.6%
-115.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.3% |
| 7D | -1.3% | +1.9% | -3.2% | -1.8% |
| 30D | -11.5% | -12.2% | +0.7% | -8.2% |
| 3M | -2.9% | -6.6% | +3.7% | -1.4% |
| 6M | -14.6% | +3.2% | -17.8% | -16.3% |
| YTD | -25.5% | -1.3% | -24.2% | -26.3% |
| 1Y | -31.1% | +13.6% | -44.7% | -34.7% |
| 3Y | +3.0% | +210.9% | -207.9% | -29.8% |
| 5Y | -42.6% | +246.9% | -289.5% | -62.5% |
| 10Y | -21.1% | +310.1% | -331.2% | -52.8% |
| All | +24.1% | +139.6% | -115.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling