-22.5%
KWEB vs ROK
+357.9%
-380.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.1% |
| 7D | -5.6% | -1.2% | -4.3% | -5.1% |
| 30D | -10.7% | -4.8% | -5.9% | -9.1% |
| 3M | -7.4% | -6.1% | -1.3% | -5.8% |
| 6M | -19.3% | +15.5% | -34.8% | -24.4% |
| YTD | -27.8% | +11.2% | -38.9% | -31.6% |
| 1Y | -35.9% | +23.8% | -59.8% | -41.8% |
| 3Y | -1.9% | +53.1% | -55.1% | -20.8% |
| 5Y | -43.2% | +48.3% | -91.5% | -54.8% |
| All | -22.5% | +357.9% | -380.5% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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