+20.4%
KWEB vs MRSH
+430.2%
-409.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -5.6% | -4.8% | -0.8% | -3.4% |
| 30D | -10.7% | -6.3% | -4.3% | -8.0% |
| 3M | -7.4% | +5.8% | -13.2% | -10.3% |
| 6M | -19.3% | +2.8% | -22.1% | -21.3% |
| YTD | -27.8% | -3.1% | -24.6% | -27.9% |
| 1Y | -35.9% | -11.3% | -24.7% | -33.5% |
| 3Y | -1.9% | -5.0% | +3.0% | -4.0% |
| 5Y | -43.2% | +19.2% | -62.4% | -52.0% |
| 10Y | -21.2% | +217.4% | -238.5% | -67.2% |
| All | +20.4% | +430.2% | -409.8% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling