+24.1%
KWEB vs RVTY
+287.9%
-263.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.6% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | -11.5% | +10.8% | -22.3% | -15.6% |
| 3M | -2.9% | +26.8% | -29.7% | -13.6% |
| 6M | -14.6% | +39.3% | -54.0% | -28.1% |
| YTD | -25.5% | +31.6% | -57.1% | -36.2% |
| 1Y | -31.1% | +47.7% | -78.8% | -44.6% |
| 3Y | +3.0% | +19.9% | -16.9% | -13.6% |
| 5Y | -42.6% | -32.3% | -10.3% | -35.3% |
| 10Y | -21.1% | +138.4% | -159.6% | -61.0% |
| All | +24.1% | +287.9% | -263.8% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling