-42.1%
KWEB vs ROL
-5.1%
-37.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -5.6% | -3.2% | -2.4% | -4.9% |
| 30D | -10.7% | -4.9% | -5.8% | -9.7% |
| 3M | -7.4% | -25.8% | +18.4% | -1.5% |
| 6M | -19.3% | -37.6% | +18.2% | -11.0% |
| YTD | -27.8% | -41.5% | +13.7% | -19.3% |
| 1Y | -35.9% | -39.5% | +3.5% | -29.1% |
| 3Y | -1.9% | +0.1% | -2.1% | -6.7% |
| All | -42.1% | -5.1% | -37.0% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling