-22.5%
KWEB vs RL
+311.3%
-333.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.4% |
| 7D | -5.6% | -3.4% | -2.1% | -4.6% |
| 30D | -10.7% | -14.4% | +3.8% | -6.5% |
| 3M | -7.4% | -13.6% | +6.2% | -3.6% |
| 6M | -19.3% | +0.6% | -19.9% | -20.4% |
| YTD | -27.8% | -3.6% | -24.1% | -28.0% |
| 1Y | -35.9% | +8.3% | -44.3% | -38.6% |
| 3Y | -1.9% | +204.8% | -206.7% | -33.8% |
| 5Y | -43.2% | +232.9% | -276.1% | -63.1% |
| All | -22.5% | +311.3% | -333.8% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling