-59.3%
KWEB vs ROIV
+232.7%
-292.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.8% |
| 7D | -1.0% | +0.6% | -1.7% | -1.1% |
| 30D | -8.7% | +1.0% | -9.7% | -8.9% |
| 3M | -4.0% | +18.3% | -22.3% | -6.2% |
| 6M | -13.1% | +18.3% | -31.5% | -15.4% |
| YTD | -23.5% | +61.0% | -84.5% | -28.6% |
| 1Y | -27.2% | +177.9% | -205.0% | -36.8% |
| 3Y | -2.1% | +199.1% | -201.2% | -17.2% |
| 5Y | -40.8% | +250.7% | -291.5% | -57.2% |
| All | -59.3% | +232.7% | -292.0% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling