-1.2%
KWEB vs ROIV
+230.5%
-231.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | -3.6% | +22.3% | -25.9% | -6.0% |
| 30D | -14.9% | +16.9% | -31.8% | -16.6% |
| 3M | -5.4% | +43.9% | -49.3% | -10.3% |
| 6M | -18.9% | +41.6% | -60.4% | -23.1% |
| YTD | -27.2% | +92.7% | -119.9% | -34.6% |
| 1Y | -34.2% | +210.2% | -244.4% | -45.6% |
| All | -1.2% | +230.5% | -231.7% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling