+19.6%
KWEB vs MET
+239.3%
-219.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | -4.3% | -2.5% | -1.8% | -3.5% |
| 30D | -13.0% | 0.0% | -13.0% | -13.1% |
| 3M | -7.6% | +13.1% | -20.6% | -11.8% |
| 6M | -21.1% | +39.0% | -60.1% | -30.3% |
| YTD | -28.2% | +25.2% | -53.4% | -34.3% |
| 1Y | -34.9% | +25.6% | -60.5% | -40.6% |
| 3Y | -0.8% | +67.1% | -67.8% | -20.2% |
| 5Y | -43.6% | +85.1% | -128.7% | -56.5% |
| 10Y | -21.7% | +245.5% | -267.1% | -56.2% |
| All | +19.6% | +239.3% | -219.7% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling