+3.5%
KWEB vs RNG
+302.4%
-298.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | -4.3% | -9.6% | +5.3% | -2.0% |
| 30D | -13.0% | +8.8% | -21.8% | -15.0% |
| 3M | -7.6% | +78.6% | -86.2% | -21.0% |
| 6M | -21.1% | +70.3% | -91.4% | -32.9% |
| YTD | -28.2% | +140.3% | -168.6% | -45.6% |
| 1Y | -34.9% | +126.6% | -161.5% | -50.1% |
| 3Y | -0.8% | +120.2% | -121.0% | -27.8% |
| 5Y | -43.6% | -68.3% | +24.7% | -36.1% |
| 10Y | -21.7% | +220.6% | -242.3% | -54.5% |
| All | +3.5% | +302.4% | -298.9% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling