-35.9%
KWEB vs ROP
-23.7%
-12.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -5.6% | -4.6% | -1.0% | -5.4% |
| 30D | -10.7% | -1.7% | -9.0% | -10.7% |
| 3M | -7.4% | +17.1% | -24.5% | -7.4% |
| 6M | -19.3% | +10.9% | -30.2% | -19.4% |
| YTD | -27.8% | -12.1% | -15.7% | -28.6% |
| 1Y | -35.9% | -24.2% | -11.7% | -35.8% |
| All | -35.9% | -23.7% | -12.2% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling