-1.9%
KWEB vs MRSH
-4.9%
+3.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | -4.8% | -0.8% | -5.2% |
| 30D | -10.7% | -6.3% | -4.3% | -10.2% |
| 3M | -7.4% | +5.8% | -13.2% | -7.7% |
| 6M | -19.3% | +2.8% | -22.1% | -19.4% |
| YTD | -27.8% | -3.1% | -24.6% | -27.5% |
| 1Y | -35.9% | -11.3% | -24.7% | -34.9% |
| 3Y | -1.9% | -5.0% | +3.0% | -1.0% |
| All | -1.9% | -4.9% | +3.0% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling