-21.1%
KWEB vs MKC
-18.5%
-2.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.3% |
| 7D | -4.3% | -2.8% | -1.5% | -4.2% |
| 30D | -13.0% | -3.4% | -9.6% | -12.8% |
| 3M | -7.6% | +3.8% | -11.3% | -7.5% |
| 6M | -21.1% | -17.9% | -3.2% | -17.6% |
| All | -21.1% | -18.5% | -2.6% | -17.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling