+24.1%
KWEB vs MSI
+941.2%
-917.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.6% | -2.3% |
| 7D | -1.3% | -5.8% | +4.5% | +0.7% |
| 30D | -11.5% | -1.0% | -10.5% | -11.3% |
| 3M | -2.9% | +14.2% | -17.1% | -7.6% |
| 6M | -14.6% | +1.0% | -15.7% | -15.6% |
| YTD | -25.5% | +21.5% | -47.0% | -31.3% |
| 1Y | -31.1% | -2.1% | -29.0% | -31.4% |
| 3Y | +3.0% | +69.3% | -66.4% | -19.2% |
| 5Y | -42.6% | +99.3% | -141.9% | -58.8% |
| 10Y | -21.1% | +595.0% | -616.2% | -68.0% |
| All | +24.1% | +941.2% | -917.1% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling