-35.5%
KWEB vs MAS
+39.2%
-74.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | +3.4% | +3.6% | -0.2% | +3.0% |
| 30D | -3.5% | +23.8% | -27.3% | -5.2% |
| 3M | -17.4% | +14.4% | -31.8% | -18.3% |
| 6M | -18.6% | +19.7% | -38.3% | -20.5% |
| YTD | -29.3% | +36.0% | -65.3% | -33.2% |
| All | -35.5% | +39.2% | -74.7% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling