-22.5%
KWEB vs RMD
+274.3%
-296.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -5.6% | -4.4% | -1.2% | -4.2% |
| 30D | -10.7% | -3.1% | -7.5% | -9.8% |
| 3M | -7.4% | +13.8% | -21.2% | -11.6% |
| 6M | -19.3% | -8.6% | -10.7% | -17.6% |
| YTD | -27.8% | -8.6% | -19.1% | -26.4% |
| 1Y | -35.9% | -19.7% | -16.3% | -32.0% |
| 3Y | -1.9% | +48.4% | -50.3% | -19.1% |
| 5Y | -43.2% | -22.7% | -20.5% | -41.7% |
| All | -22.5% | +274.3% | -296.8% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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