+21.3%
KWEB vs RRC
-43.4%
+64.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | -3.6% | -1.7% | -1.8% | -3.4% |
| 30D | -14.9% | +3.6% | -18.5% | -15.3% |
| 3M | -5.4% | +8.8% | -14.3% | -6.5% |
| 6M | -18.9% | +0.8% | -19.6% | -19.2% |
| YTD | -27.2% | +19.0% | -46.2% | -29.0% |
| 1Y | -34.2% | +22.9% | -57.1% | -36.2% |
| 3Y | +0.6% | +32.3% | -31.7% | -4.1% |
| 5Y | -43.5% | +151.6% | -195.0% | -50.9% |
| 10Y | -20.6% | +5.5% | -26.1% | -30.3% |
| All | +21.3% | -43.4% | +64.7% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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