+314.1%
RSP vs KWEB
+28.2%
+285.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | -0.8% | -1.0% | +0.3% | -0.6% |
| 30D | -0.3% | -8.7% | +8.4% | +1.4% |
| 3M | +4.3% | -4.0% | +8.3% | +4.9% |
| 6M | +8.8% | -13.1% | +22.0% | +11.5% |
| YTD | +15.3% | -23.5% | +38.8% | +21.0% |
| 1Y | +18.3% | -27.2% | +45.4% | +25.1% |
| 3Y | +52.8% | -2.1% | +54.9% | +48.8% |
| 5Y | +51.7% | -40.8% | +92.5% | +58.3% |
| 10Y | +208.5% | -17.5% | +225.9% | +169.4% |
| All | +314.1% | +28.2% | +285.9% | +210.0% |
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