-20.7%
KWEB vs MAS
+230.1%
-250.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.5% | -6.8% | -3.8% |
| 7D | +4.1% | +3.3% | +0.8% | +2.8% |
| 30D | -2.5% | +25.5% | -27.9% | -10.1% |
| 3M | -15.2% | +11.8% | -26.9% | -18.7% |
| 6M | -17.7% | +21.3% | -39.1% | -24.4% |
| YTD | -28.6% | +37.7% | -66.4% | -38.1% |
| 1Y | -33.8% | +41.0% | -74.8% | -43.3% |
| 3Y | +1.2% | +63.0% | -61.8% | -20.6% |
| 5Y | -39.2% | +44.1% | -83.3% | -51.0% |
| 10Y | -20.7% | +224.3% | -245.0% | -55.4% |
| All | -20.7% | +230.1% | -250.9% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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