-1.2%
KWEB vs RL
+198.9%
-200.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.1% | -1.5% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -14.9% | -17.5% | +2.6% | -10.9% |
| 3M | -5.4% | -14.0% | +8.6% | -2.2% |
| 6M | -18.9% | -2.0% | -16.9% | -19.3% |
| YTD | -27.2% | -4.6% | -22.6% | -27.3% |
| 1Y | -34.2% | +9.5% | -43.7% | -36.8% |
| All | -1.2% | +198.9% | -200.1% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling