-43.9%
KWEB vs RVMD
+622.3%
-666.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | -5.6% | -3.0% | -2.6% | -5.1% |
| 30D | -10.7% | -0.7% | -9.9% | -10.6% |
| 3M | -7.4% | +36.5% | -44.0% | -12.6% |
| 6M | -19.3% | +104.6% | -123.9% | -30.4% |
| YTD | -27.8% | +155.8% | -183.6% | -41.2% |
| 1Y | -35.9% | +340.7% | -376.6% | -53.4% |
| 3Y | -1.9% | +519.9% | -521.9% | -37.6% |
| 5Y | -43.2% | +584.9% | -628.1% | -67.8% |
| All | -43.9% | +622.3% | -666.2% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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