+27.5%
KWEB vs RL
+142.4%
-114.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | -8.7% | -7.8% | -1.0% | -6.6% |
| 3M | -4.0% | -4.0% | 0.0% | -3.3% |
| 6M | -13.1% | -1.9% | -11.3% | -13.7% |
| YTD | -23.5% | -0.2% | -23.3% | -24.5% |
| 1Y | -27.2% | +10.7% | -37.8% | -30.5% |
| 3Y | -2.1% | +210.8% | -212.9% | -33.3% |
| 5Y | -40.8% | +238.2% | -279.0% | -61.1% |
| 10Y | -17.5% | +313.4% | -330.8% | -50.7% |
| All | +27.5% | +142.4% | -114.9% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling