-22.5%
KWEB vs MSI
+605.3%
-627.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -5.6% | -0.4% | -5.2% | -5.4% |
| 30D | -10.7% | -0.8% | -9.9% | -10.5% |
| 3M | -7.4% | +13.9% | -21.4% | -11.6% |
| 6M | -19.3% | +1.3% | -20.7% | -20.2% |
| YTD | -27.8% | +22.3% | -50.1% | -33.2% |
| 1Y | -35.9% | -3.9% | -32.1% | -35.8% |
| 3Y | -1.9% | +69.9% | -71.8% | -22.6% |
| 5Y | -43.2% | +103.8% | -147.0% | -59.2% |
| All | -22.5% | +605.3% | -627.8% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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