-27.2%
KWEB vs MRSH
-7.9%
-19.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +1.9% |
| 7D | -1.0% | -3.6% | +2.6% | -1.2% |
| 30D | -8.7% | -3.0% | -5.7% | -8.8% |
| 3M | -4.0% | +15.8% | -19.8% | -2.8% |
| 6M | -13.1% | +1.6% | -14.7% | -13.0% |
| YTD | -23.5% | +1.7% | -25.2% | -23.6% |
| 1Y | -27.2% | -8.0% | -19.1% | -27.3% |
| All | -27.2% | -7.9% | -19.3% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling