+21.3%
KWEB vs RMD
+441.4%
-420.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | -3.6% | -4.7% | +1.2% | -2.1% |
| 30D | -14.9% | +0.2% | -15.1% | -15.1% |
| 3M | -5.4% | +12.0% | -17.4% | -9.3% |
| 6M | -18.9% | -12.5% | -6.3% | -16.0% |
| YTD | -27.2% | -7.9% | -19.3% | -26.0% |
| 1Y | -34.2% | -20.4% | -13.8% | -30.0% |
| 3Y | +0.6% | +53.1% | -52.5% | -17.4% |
| 5Y | -43.5% | -22.1% | -21.3% | -42.2% |
| 10Y | -20.6% | +275.4% | -296.0% | -53.5% |
| All | +21.3% | +441.4% | -420.1% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling