-9.0%
KWEB vs MAGS
+187.1%
-196.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -4.3% | -1.8% | -2.5% | -3.5% |
| 30D | -13.0% | +1.1% | -14.1% | -13.5% |
| 3M | -7.6% | +7.7% | -15.3% | -10.9% |
| 6M | -21.1% | +11.7% | -32.8% | -25.3% |
| YTD | -28.2% | +4.9% | -33.1% | -30.1% |
| 1Y | -34.9% | +14.3% | -49.2% | -38.9% |
| 3Y | -0.8% | +128.9% | -129.7% | -37.4% |
| All | -9.0% | +187.1% | -196.1% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling