-35.8%
KWEB vs MGY
+210.4%
-246.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.6% |
| 3M | -7.4% | +2.6% | -10.1% | -8.2% |
| 6M | -19.3% | -3.3% | -16.0% | -19.6% |
| YTD | -27.8% | +29.2% | -57.0% | -32.0% |
| 1Y | -35.9% | +18.0% | -54.0% | -38.8% |
| 3Y | -1.9% | +30.0% | -31.9% | -9.4% |
| 5Y | -43.2% | +92.7% | -135.9% | -52.0% |
| All | -35.8% | +210.4% | -246.2% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling