-42.1%
KWEB vs RNG
-68.4%
+26.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | -5.6% | -6.1% | +0.5% | -4.2% |
| 30D | -10.7% | +9.6% | -20.3% | -12.8% |
| 3M | -7.4% | +83.3% | -90.7% | -20.7% |
| 6M | -19.3% | +77.9% | -97.3% | -31.6% |
| YTD | -27.8% | +139.9% | -167.7% | -44.8% |
| 1Y | -35.9% | +121.7% | -157.6% | -50.2% |
| 3Y | -1.9% | +121.9% | -123.8% | -28.7% |
| All | -42.1% | -68.4% | +26.3% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling