-1.9%
KWEB vs RSG
+57.7%
-59.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.7% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -10.7% | +4.0% | -14.6% | -10.4% |
| 3M | -7.4% | +7.4% | -14.8% | -6.8% |
| 6M | -19.3% | +0.1% | -19.4% | -18.9% |
| YTD | -27.8% | +6.0% | -33.8% | -27.2% |
| 1Y | -35.9% | -3.0% | -33.0% | -35.4% |
| 3Y | -1.9% | +56.5% | -58.4% | +12.1% |
| All | -1.9% | +57.7% | -59.6% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling