-22.5%
KWEB vs MKTX
+5.0%
-27.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -5.6% | -0.2% | -5.3% | -5.5% |
| 30D | -10.7% | +0.7% | -11.4% | -10.8% |
| 3M | -7.4% | +40.8% | -48.2% | -15.7% |
| 6M | -19.3% | -8.0% | -11.3% | -18.4% |
| YTD | -27.8% | -8.7% | -19.0% | -27.0% |
| 1Y | -35.9% | -11.8% | -24.1% | -34.8% |
| 3Y | -1.9% | -24.0% | +22.1% | +0.1% |
| 5Y | -43.2% | -60.3% | +17.1% | -31.4% |
| All | -22.5% | +5.0% | -27.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling