+205.8%
RSP vs KWEB
-19.7%
+225.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -1.9% | -5.6% | +3.7% | -0.8% |
| 30D | -2.8% | -10.7% | +7.9% | -0.8% |
| 3M | +2.8% | -7.4% | +10.3% | +4.2% |
| 6M | +10.2% | -19.3% | +29.5% | +14.3% |
| YTD | +13.1% | -27.8% | +40.8% | +19.6% |
| 1Y | +14.8% | -35.9% | +50.7% | +23.9% |
| 3Y | +52.6% | -1.9% | +54.5% | +48.8% |
| 5Y | +51.6% | -43.2% | +94.8% | +60.8% |
| All | +205.8% | -19.7% | +225.6% | +171.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling