-33.9%
KWEB vs RNG
+179.4%
-213.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +5.8% | -9.6% | +15.3% | +6.1% |
| 30D | -1.0% | -1.4% | +0.4% | -1.0% |
| 3M | -15.8% | +28.8% | -44.6% | -16.5% |
| 6M | -14.9% | +65.6% | -80.5% | -16.5% |
| YTD | -28.6% | +171.4% | -200.0% | -30.6% |
| 1Y | -33.9% | +185.3% | -219.2% | -36.8% |
| All | -33.9% | +179.4% | -213.3% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling