-22.5%
KWEB vs RUN
+42.2%
-64.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -5.6% | -3.7% | -1.9% | -5.0% |
| 30D | -10.7% | -13.0% | +2.3% | -8.8% |
| 3M | -7.4% | -31.8% | +24.4% | -2.4% |
| 6M | -19.3% | -32.2% | +12.9% | -15.7% |
| YTD | -27.8% | -53.5% | +25.7% | -21.5% |
| 1Y | -35.9% | -46.5% | +10.6% | -32.8% |
| 3Y | -1.9% | -37.6% | +35.7% | -18.7% |
| 5Y | -43.2% | -80.9% | +37.7% | -45.0% |
| All | -22.5% | +42.2% | -64.7% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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