-19.3%
KWEB vs RRX
-18.2%
-1.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.2% |
| 7D | -5.6% | -0.3% | -5.2% | -5.5% |
| 30D | -10.7% | -6.1% | -4.5% | -10.0% |
| 3M | -7.4% | -23.1% | +15.6% | -5.4% |
| 6M | -19.3% | -19.5% | +0.2% | -19.8% |
| All | -19.3% | -18.2% | -1.1% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 6mo: compounded portfolio wealth divided by compounded RRX 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…
6mo analysis · Full analysis span regression · 6 months rolling