+20.4%
KWEB vs MCO
+698.7%
-678.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.1% |
| 7D | -5.6% | -3.8% | -1.8% | -3.8% |
| 30D | -10.7% | -0.4% | -10.3% | -10.7% |
| 3M | -7.4% | +7.7% | -15.1% | -11.2% |
| 6M | -19.3% | +7.0% | -26.3% | -22.7% |
| 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% | -23.3% |
| 5Y | -43.2% | +29.6% | -72.8% | -54.0% |
| 10Y | -21.2% | +389.2% | -410.4% | -72.3% |
| All | +20.4% | +698.7% | -678.3% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling