+212.8%
RDDT vs KWEB
-0.1%
+212.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | +2.1% | -5.6% | +7.7% | +5.1% |
| 30D | +2.8% | -10.7% | +13.5% | +8.6% |
| 3M | -8.9% | -7.4% | -1.5% | -5.6% |
| 6M | +15.1% | -19.3% | +34.4% | +27.0% |
| YTD | -31.4% | -27.8% | -3.6% | -20.3% |
| 1Y | -39.4% | -35.9% | -3.5% | -25.6% |
| All | +212.8% | -0.1% | +212.9% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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