-43.1%
KWEB vs MAS
+32.0%
-75.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.4% |
| 7D | -1.0% | -0.8% | -0.3% | -0.8% |
| 30D | -8.7% | -5.6% | -3.2% | -7.2% |
| 3M | -4.0% | +4.4% | -8.4% | -6.5% |
| 6M | -13.1% | +7.2% | -20.3% | -16.8% |
| YTD | -23.5% | +16.1% | -39.6% | -29.3% |
| 1Y | -27.2% | +0.1% | -27.3% | -29.0% |
| 3Y | -2.1% | +28.3% | -30.4% | -16.5% |
| All | -43.1% | +32.0% | -75.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling