-35.9%
KWEB vs RUN
-47.1%
+11.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -5.6% | -3.7% | -1.9% | -5.2% |
| 30D | -10.7% | -13.0% | +2.3% | -9.6% |
| 3M | -7.4% | -31.8% | +24.4% | -4.5% |
| 6M | -19.3% | -32.2% | +12.9% | -17.4% |
| YTD | -27.8% | -53.5% | +25.7% | -24.8% |
| 1Y | -35.9% | -46.5% | +10.6% | -32.3% |
| All | -35.9% | -47.1% | +11.1% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling