+20.4%
KWEB vs MKSI
+1,028.6%
-1,008.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | -0.1% |
| 7D | -5.6% | +2.7% | -8.3% | -6.5% |
| 30D | -10.7% | -12.8% | +2.1% | -6.7% |
| 3M | -7.4% | -22.5% | +15.1% | -2.6% |
| 6M | -19.3% | +19.4% | -38.7% | -28.7% |
| YTD | -27.8% | +67.7% | -95.5% | -44.4% |
| 1Y | -35.9% | +131.4% | -167.3% | -57.1% |
| 3Y | -1.9% | +197.3% | -199.3% | -46.8% |
| 5Y | -43.2% | +87.0% | -130.1% | -63.7% |
| 10Y | -21.2% | +522.1% | -543.2% | -75.9% |
| All | +20.4% | +1,028.6% | -1,008.2% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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