-42.1%
KWEB vs MGY
+88.8%
-130.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -5.6% | +3.5% | -9.1% | -6.2% |
| 30D | -10.7% | +5.3% | -15.9% | -11.7% |
| 3M | -7.4% | +2.6% | -10.1% | -8.3% |
| 6M | -19.3% | -3.3% | -16.0% | -19.7% |
| YTD | -27.8% | +29.2% | -57.0% | -33.2% |
| 1Y | -35.9% | +18.0% | -54.0% | -39.5% |
| 3Y | -1.9% | +30.0% | -31.9% | -11.7% |
| All | -42.1% | +88.8% | -130.9% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 5y: compounded portfolio wealth divided by compounded MGY 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…
5y analysis · Full analysis span regression · 6 months rolling