-2.6%
KWEB vs ROL
-1.4%
-1.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -4.3% | -3.2% | -1.1% | -3.9% |
| 30D | -13.0% | -6.6% | -6.4% | -12.3% |
| 3M | -7.6% | -27.3% | +19.7% | -4.1% |
| 6M | -21.1% | -38.1% | +16.9% | -16.5% |
| YTD | -28.2% | -41.8% | +13.5% | -23.3% |
| 1Y | -34.9% | -37.8% | +2.9% | -31.0% |
| All | -2.6% | -1.4% | -1.2% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling