-22.5%
KWEB vs MDY
+177.2%
-199.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | 0.0% |
| 7D | -5.6% | -1.9% | -3.7% | -4.1% |
| 30D | -10.7% | -4.6% | -6.0% | -7.2% |
| 3M | -7.4% | -1.2% | -6.2% | -6.7% |
| 6M | -19.3% | +9.2% | -28.5% | -25.0% |
| YTD | -27.8% | +13.1% | -40.8% | -34.7% |
| 1Y | -35.9% | +13.0% | -48.9% | -42.1% |
| 3Y | -1.9% | +49.2% | -51.1% | -30.5% |
| 5Y | -43.2% | +47.2% | -90.4% | -58.7% |
| All | -22.5% | +177.2% | -199.7% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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