-13.4%
KWEB vs RUN
-32.6%
+19.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -1.6% |
| 7D | -3.6% | -1.8% | -1.8% | -3.4% |
| 30D | -14.9% | -10.8% | -4.1% | -13.6% |
| 3M | -5.4% | -30.2% | +24.7% | -1.2% |
| 6M | -18.9% | -22.3% | +3.5% | -17.3% |
| YTD | -27.2% | -52.2% | +24.9% | -21.8% |
| 1Y | -34.2% | -45.1% | +10.9% | -31.5% |
| 3Y | +0.6% | -37.1% | +37.7% | -14.4% |
| 5Y | -43.5% | -80.3% | +36.8% | -45.4% |
| 10Y | -20.6% | +45.2% | -65.8% | -44.2% |
| All | -13.4% | -32.6% | +19.2% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling