-22.5%
KWEB vs ROL
+211.6%
-234.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -5.6% | -3.2% | -2.4% | -4.7% |
| 30D | -10.7% | -4.9% | -5.8% | -9.4% |
| 3M | -7.4% | -25.8% | +18.4% | +0.7% |
| 6M | -19.3% | -37.6% | +18.2% | -8.0% |
| YTD | -27.8% | -41.5% | +13.7% | -16.2% |
| 1Y | -35.9% | -39.5% | +3.5% | -26.7% |
| 3Y | -1.9% | +0.1% | -2.1% | -6.4% |
| 5Y | -43.2% | -4.6% | -38.6% | -46.2% |
| All | -22.5% | +211.6% | -234.2% | -51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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