+19.6%
KWEB vs ROK
+458.4%
-438.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -0.9% |
| 7D | -4.3% | -1.6% | -2.7% | -3.7% |
| 30D | -13.0% | -5.4% | -7.6% | -11.1% |
| 3M | -7.6% | -4.0% | -3.6% | -6.8% |
| 6M | -21.1% | +13.3% | -34.5% | -25.9% |
| YTD | -28.2% | +9.3% | -37.6% | -31.9% |
| 1Y | -34.9% | +25.8% | -60.7% | -41.6% |
| 3Y | -0.8% | +49.1% | -49.9% | -20.3% |
| 5Y | -43.6% | +45.9% | -89.4% | -55.6% |
| 10Y | -21.7% | +349.9% | -371.5% | -66.9% |
| All | +19.6% | +458.4% | -438.7% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling