-21.9%
KWEB vs MRSH
+222.8%
-244.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | -0.3% |
| 7D | -5.1% | -2.9% | -2.2% | -3.9% |
| 30D | -8.4% | -3.9% | -4.5% | -7.0% |
| 3M | -6.6% | +7.6% | -14.2% | -9.7% |
| 6M | -18.0% | +5.9% | -23.9% | -20.7% |
| YTD | -27.4% | -1.2% | -26.2% | -28.0% |
| 1Y | -35.4% | -9.3% | -26.2% | -33.8% |
| 3Y | -1.0% | -4.5% | +3.4% | -2.8% |
| 5Y | -39.9% | +23.8% | -63.7% | -49.1% |
| 10Y | -21.9% | +224.5% | -246.3% | -58.0% |
| All | -21.9% | +222.8% | -244.7% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling