-43.6%
KWEB vs MSI
+100.4%
-144.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.6% |
| 7D | -4.3% | -1.8% | -2.5% | -3.9% |
| 30D | -13.0% | -0.6% | -12.4% | -12.9% |
| 3M | -7.6% | +13.0% | -20.6% | -10.6% |
| 6M | -21.1% | +0.5% | -21.7% | -21.6% |
| YTD | -28.2% | +21.7% | -49.9% | -32.5% |
| 1Y | -34.9% | -2.6% | -32.3% | -34.8% |
| 3Y | -0.8% | +69.7% | -70.4% | -22.4% |
| 5Y | -43.6% | +102.8% | -146.3% | -61.4% |
| All | -43.6% | +100.4% | -144.0% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling