-43.6%
KWEB vs MDB
-22.0%
-21.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.3% |
| 7D | -4.3% | -2.8% | -1.6% | -3.8% |
| 30D | -13.0% | -14.9% | +1.9% | -10.6% |
| 3M | -7.6% | +7.3% | -14.9% | -10.1% |
| 6M | -21.1% | +38.2% | -59.3% | -28.4% |
| YTD | -28.2% | -10.9% | -17.3% | -29.2% |
| 1Y | -34.9% | +11.6% | -46.5% | -39.5% |
| 3Y | -0.8% | -0.9% | +0.1% | -13.4% |
| 5Y | -43.6% | -23.5% | -20.0% | -54.2% |
| All | -43.6% | -22.0% | -21.6% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling