+20.4%
KWEB vs RSG
+736.4%
-716.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.6% |
| 3M | -7.4% | +7.4% | -14.8% | -9.2% |
| 6M | -19.3% | +0.1% | -19.4% | -19.6% |
| YTD | -27.8% | +6.0% | -33.8% | -29.2% |
| 1Y | -35.9% | -3.0% | -33.0% | -35.8% |
| 3Y | -1.9% | +56.5% | -58.4% | -16.4% |
| 5Y | -43.2% | +90.9% | -134.1% | -55.7% |
| 10Y | -21.2% | +428.7% | -449.9% | -65.4% |
| All | +20.4% | +736.4% | -716.0% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling