-61.9%
KWEB vs ROIV
+289.9%
-351.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.1% |
| 7D | -4.3% | +19.0% | -23.3% | -6.5% |
| 30D | -13.0% | +16.1% | -29.1% | -14.8% |
| 3M | -7.6% | +44.1% | -51.7% | -12.1% |
| 6M | -21.1% | +37.8% | -59.0% | -24.8% |
| YTD | -28.2% | +88.7% | -116.9% | -34.4% |
| 1Y | -34.9% | +197.3% | -232.2% | -44.0% |
| 3Y | -0.8% | +224.9% | -225.7% | -17.0% |
| 5Y | -43.6% | +311.0% | -354.6% | -60.0% |
| All | -61.9% | +289.9% | -351.8% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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