+19.6%
KWEB vs MKC
+83.3%
-63.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.2% |
| 7D | -4.3% | -2.8% | -1.5% | -3.7% |
| 30D | -13.0% | -3.4% | -9.6% | -12.4% |
| 3M | -7.6% | +3.8% | -11.3% | -8.5% |
| 6M | -21.1% | -17.9% | -3.2% | -18.1% |
| YTD | -28.2% | -23.6% | -4.6% | -24.5% |
| 1Y | -34.9% | -23.1% | -11.8% | -31.8% |
| 3Y | -0.8% | -31.5% | +30.8% | +5.9% |
| 5Y | -43.6% | -33.1% | -10.5% | -40.7% |
| 10Y | -21.7% | +29.3% | -51.0% | -36.6% |
| All | +19.6% | +83.3% | -63.7% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling