+21.8%
KWEB vs MAS
+447.6%
-425.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.2% |
| 7D | +9.4% | +2.0% | +7.5% | +8.6% |
| 30D | +2.3% | +19.4% | -17.1% | -4.3% |
| 3M | -12.3% | +9.4% | -21.8% | -15.5% |
| 6M | -16.4% | +15.3% | -31.7% | -21.9% |
| YTD | -26.9% | +31.3% | -58.2% | -35.8% |
| 1Y | -33.2% | +34.9% | -68.0% | -42.0% |
| 3Y | +1.2% | +58.6% | -57.4% | -20.2% |
| 5Y | -36.4% | +40.7% | -77.1% | -48.5% |
| 10Y | -17.4% | +220.4% | -237.8% | -54.9% |
| All | +21.8% | +447.6% | -425.8% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling