-47.4%
KWEB vs MDB
+997.6%
-1,045.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.3% |
| 7D | -5.6% | -1.8% | -3.8% | -5.3% |
| 30D | -10.7% | -17.3% | +6.6% | -7.7% |
| 3M | -7.4% | +2.2% | -9.6% | -9.0% |
| 6M | -19.3% | +33.9% | -53.2% | -26.3% |
| YTD | -27.8% | -13.7% | -14.1% | -28.4% |
| 1Y | -35.9% | +9.1% | -45.0% | -40.3% |
| 3Y | -1.9% | -8.1% | +6.2% | -12.9% |
| 5Y | -43.2% | -25.9% | -17.3% | -52.6% |
| All | -47.4% | +997.6% | -1,045.0% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling