-64.2%
KWEB vs ROIV
+276.5%
-340.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | -7.8% | +1.7% | -9.5% | -8.0% |
| 30D | -6.4% | +17.6% | -24.0% | -8.3% |
| 3M | -14.6% | +9.0% | -23.6% | -15.9% |
| 6M | -25.0% | +35.3% | -60.3% | -28.4% |
| YTD | -32.7% | +82.2% | -114.8% | -38.3% |
| 1Y | -37.3% | +92.3% | -129.6% | -43.1% |
| 3Y | -5.9% | +336.8% | -342.7% | -23.6% |
| 5Y | -47.1% | +370.6% | -417.7% | -63.4% |
| All | -64.2% | +276.5% | -340.7% | -74.2% |
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