-22.5%
KWEB vs ROP
+135.6%
-158.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -5.6% | -4.6% | -1.0% | -3.7% |
| 30D | -10.7% | -1.7% | -9.0% | -10.2% |
| 3M | -7.4% | +17.1% | -24.5% | -14.0% |
| 6M | -19.3% | +10.9% | -30.2% | -23.7% |
| YTD | -27.8% | -12.1% | -15.7% | -24.6% |
| 1Y | -35.9% | -24.2% | -11.7% | -28.5% |
| 3Y | -1.9% | -20.4% | +18.4% | +5.3% |
| 5Y | -43.2% | -15.4% | -27.8% | -41.5% |
| All | -22.5% | +135.6% | -158.2% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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