-1.9%
KWEB vs MET
+66.8%
-68.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -5.6% | -0.5% | -5.1% | -5.4% |
| 30D | -10.7% | +0.5% | -11.2% | -10.8% |
| 3M | -7.4% | +11.6% | -19.0% | -10.4% |
| 6M | -19.3% | +40.8% | -60.1% | -26.9% |
| YTD | -27.8% | +25.7% | -53.4% | -32.6% |
| 1Y | -35.9% | +24.4% | -60.3% | -40.2% |
| 3Y | -1.9% | +67.5% | -69.4% | -18.9% |
| All | -1.9% | +66.8% | -68.7% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 3y: compounded portfolio wealth divided by compounded MET 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…
3y analysis · Full analysis span regression · 6 months rolling