-2.6%
KWEB vs RVTY
+13.9%
-16.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +1.0% | -0.9% |
| 7D | -4.3% | -7.4% | +3.1% | -2.8% |
| 30D | -13.0% | +4.5% | -17.5% | -13.9% |
| 3M | -7.6% | +19.5% | -27.0% | -11.5% |
| 6M | -21.1% | +34.1% | -55.3% | -27.0% |
| YTD | -28.2% | +25.3% | -53.5% | -32.8% |
| 1Y | -34.9% | +47.0% | -81.9% | -41.6% |
| All | -2.6% | +13.9% | -16.4% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 3y: compounded portfolio wealth divided by compounded RVTY 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…
3y analysis · Full analysis span regression · 6 months rolling