-19.9%
KWEB vs MAS
+214.9%
-234.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.0% |
| 7D | +9.4% | +2.4% | +7.1% | +8.5% |
| 30D | +2.3% | +19.8% | -17.6% | -4.2% |
| 3M | -12.3% | +9.8% | -22.2% | -15.5% |
| 6M | -16.4% | +15.8% | -32.2% | -21.8% |
| YTD | -26.9% | +31.8% | -58.7% | -35.6% |
| 1Y | -33.2% | +35.4% | -68.6% | -41.9% |
| 3Y | +1.2% | +59.2% | -58.0% | -19.9% |
| 5Y | -36.4% | +41.2% | -77.6% | -48.4% |
| All | -19.9% | +214.9% | -234.8% | -54.2% |
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