+19.6%
KWEB vs MDY
+249.8%
-230.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.4% | -0.6% |
| 7D | -4.3% | -2.5% | -1.8% | -2.2% |
| 30D | -13.0% | -5.0% | -7.9% | -9.1% |
| 3M | -7.6% | +0.5% | -8.0% | -8.2% |
| 6M | -21.1% | +8.0% | -29.1% | -26.3% |
| YTD | -28.2% | +12.2% | -40.4% | -35.1% |
| 1Y | -34.9% | +14.0% | -48.9% | -42.0% |
| 3Y | -0.8% | +48.2% | -48.9% | -30.9% |
| 5Y | -43.6% | +46.1% | -89.6% | -59.6% |
| 10Y | -21.7% | +173.8% | -195.4% | -69.0% |
| All | +19.6% | +249.8% | -230.2% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling