-45.8%
KWEB vs MDB
+978.8%
-1,024.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.5% | +0.8% | -1.9% |
| 7D | -1.3% | -18.0% | +16.7% | +2.6% |
| 30D | -11.5% | -10.7% | -0.8% | -10.0% |
| 3M | -2.9% | +1.0% | -3.9% | -4.3% |
| 6M | -14.6% | +31.6% | -46.3% | -21.7% |
| YTD | -25.5% | -15.2% | -10.3% | -25.9% |
| 1Y | -31.1% | +10.1% | -41.2% | -35.9% |
| 3Y | +3.0% | -5.6% | +8.6% | -9.3% |
| 5Y | -42.6% | -24.5% | -18.1% | -52.3% |
| All | -45.8% | +978.8% | -1,024.6% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling