-1.9%
KWEB vs MCO
+42.6%
-44.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.3% |
| 7D | -5.6% | -3.8% | -1.8% | -4.7% |
| 30D | -10.7% | -0.4% | -10.3% | -10.7% |
| 3M | -7.4% | +7.7% | -15.1% | -9.3% |
| 6M | -19.3% | +7.0% | -26.3% | -21.0% |
| YTD | -27.8% | -6.4% | -21.3% | -26.7% |
| 1Y | -35.9% | -7.6% | -28.3% | -34.8% |
| 3Y | -1.9% | +43.2% | -45.2% | -14.0% |
| All | -1.9% | +42.6% | -44.5% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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