-35.9%
KWEB vs MAGS
+15.0%
-51.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | 0.0% |
| 7D | -5.6% | +0.6% | -6.2% | -5.9% |
| 30D | -10.7% | +3.2% | -13.9% | -12.5% |
| 3M | -7.4% | +7.7% | -15.1% | -12.0% |
| 6M | -19.3% | +12.5% | -31.8% | -25.9% |
| YTD | -27.8% | +6.0% | -33.7% | -30.7% |
| 1Y | -35.9% | +14.4% | -50.3% | -41.7% |
| All | -35.9% | +15.0% | -51.0% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling