-22.5%
KWEB vs ROST
+317.9%
-340.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.7% | -0.1% |
| 7D | -5.6% | +0.2% | -5.8% | -5.6% |
| 30D | -10.7% | -6.9% | -3.8% | -8.8% |
| 3M | -7.4% | -3.3% | -4.1% | -6.6% |
| 6M | -19.3% | +9.0% | -28.4% | -22.0% |
| YTD | -27.8% | +28.9% | -56.6% | -33.9% |
| 1Y | -35.9% | +54.0% | -89.9% | -44.7% |
| 3Y | -1.9% | +100.7% | -102.7% | -23.3% |
| 5Y | -43.2% | +116.0% | -159.2% | -58.0% |
| All | -22.5% | +317.9% | -340.4% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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