-22.5%
KWEB vs RSG
+428.9%
-451.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -10.7% | +4.0% | -14.6% | -11.3% |
| 3M | -7.4% | +7.4% | -14.8% | -8.8% |
| 6M | -19.3% | +0.1% | -19.4% | -19.5% |
| YTD | -27.8% | +6.0% | -33.8% | -28.9% |
| 1Y | -35.9% | -3.0% | -33.0% | -35.8% |
| 3Y | -1.9% | +56.5% | -58.4% | -13.4% |
| 5Y | -43.2% | +90.9% | -134.1% | -53.3% |
| All | -22.5% | +428.9% | -451.5% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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