-5.9%
KWEB vs MAS
+59.7%
-65.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -7.8% | +3.0% | -10.8% | -8.4% |
| 30D | -6.4% | +22.4% | -28.9% | -10.2% |
| 3M | -14.6% | +14.5% | -29.1% | -16.9% |
| 6M | -25.0% | +27.1% | -52.2% | -29.4% |
| YTD | -32.7% | +35.8% | -68.4% | -38.4% |
| 1Y | -37.3% | +39.4% | -76.7% | -43.1% |
| 3Y | -5.9% | +60.3% | -66.2% | -15.4% |
| All | -5.9% | +59.7% | -65.6% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling