-42.1%
KWEB vs RVTY
-33.1%
-9.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.3% |
| 7D | -5.6% | -4.5% | -1.0% | -4.1% |
| 30D | -10.7% | +5.5% | -16.1% | -12.4% |
| 3M | -7.4% | +22.5% | -29.9% | -14.5% |
| 6M | -19.3% | +38.9% | -58.2% | -29.6% |
| YTD | -27.8% | +28.7% | -56.5% | -35.6% |
| 1Y | -35.9% | +45.5% | -81.4% | -46.0% |
| 3Y | -1.9% | +16.4% | -18.3% | -13.1% |
| All | -42.1% | -33.1% | -9.0% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling