+27.5%
KWEB vs MAS
+384.2%
-356.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | -4.0% | +4.4% | -8.4% | -6.6% |
| 6M | -13.1% | +7.2% | -20.3% | -17.0% |
| YTD | -23.5% | +16.1% | -39.6% | -29.5% |
| 1Y | -27.2% | +0.1% | -27.3% | -29.2% |
| 3Y | -2.1% | +28.3% | -30.4% | -16.2% |
| 5Y | -40.8% | +30.5% | -71.2% | -50.8% |
| 10Y | -17.5% | +139.1% | -156.6% | -49.5% |
| All | +27.5% | +384.2% | -356.7% | -43.0% |
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