+21.3%
KWEB vs RMBS
+790.8%
-769.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.5% |
| 7D | -3.6% | +3.5% | -7.0% | -4.4% |
| 30D | -14.9% | -8.6% | -6.3% | -13.2% |
| 3M | -5.4% | -40.3% | +34.9% | +6.1% |
| 6M | -18.9% | -1.0% | -17.9% | -23.4% |
| YTD | -27.2% | -4.6% | -22.6% | -31.9% |
| 1Y | -34.2% | +17.6% | -51.8% | -43.4% |
| 3Y | +0.6% | +58.6% | -58.0% | -29.2% |
| 5Y | -43.5% | +270.9% | -314.4% | -72.0% |
| 10Y | -20.6% | +569.1% | -589.7% | -69.4% |
| All | +21.3% | +790.8% | -769.5% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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