-42.1%
KWEB vs MCO
+28.6%
-70.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.1% |
| 7D | -5.6% | -3.8% | -1.8% | -4.0% |
| 30D | -10.7% | -0.4% | -10.3% | -10.7% |
| 3M | -7.4% | +7.7% | -15.1% | -10.9% |
| 6M | -19.3% | +7.0% | -26.3% | -22.4% |
| YTD | -27.8% | -6.4% | -21.3% | -26.5% |
| 1Y | -35.9% | -7.6% | -28.3% | -34.6% |
| 3Y | -1.9% | +43.2% | -45.2% | -25.1% |
| All | -42.1% | +28.6% | -70.7% | -56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling