+21.3%
KWEB vs ROL
+447.1%
-425.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -3.6% | -3.3% | -0.3% | -2.5% |
| 30D | -14.9% | -7.2% | -7.7% | -12.7% |
| 3M | -5.4% | -27.0% | +21.6% | +4.8% |
| 6M | -18.9% | -39.5% | +20.6% | -4.4% |
| YTD | -27.2% | -41.8% | +14.6% | -13.4% |
| 1Y | -34.2% | -38.9% | +4.6% | -23.5% |
| 3Y | +0.6% | -0.4% | +1.0% | -4.4% |
| 5Y | -43.5% | -4.2% | -39.3% | -47.0% |
| 10Y | -20.6% | +208.2% | -228.8% | -62.7% |
| All | +21.3% | +447.1% | -425.8% | -62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling