-1.9%
KWEB vs MKC
-31.4%
+29.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.6% |
| 7D | -5.6% | -1.5% | -4.1% | -5.4% |
| 30D | -10.7% | -3.1% | -7.6% | -10.4% |
| 3M | -7.4% | +5.2% | -12.6% | -7.9% |
| 6M | -19.3% | -12.8% | -6.5% | -17.9% |
| YTD | -27.8% | -23.3% | -4.5% | -25.4% |
| 1Y | -35.9% | -24.1% | -11.8% | -33.8% |
| 3Y | -1.9% | -32.1% | +30.2% | +3.1% |
| All | -1.9% | -31.4% | +29.5% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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