-27.2%
KWEB vs MSTZ
-29.5%
+2.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +2.1% |
| 7D | -1.0% | -29.7% | +28.7% | -2.3% |
| 30D | -8.7% | -65.3% | +56.6% | -12.8% |
| 3M | -4.0% | -57.3% | +53.4% | -5.8% |
| 6M | -13.1% | -61.6% | +48.5% | -14.4% |
| YTD | -23.5% | -78.3% | +54.8% | -24.7% |
| 1Y | -27.2% | -30.2% | +3.1% | -16.7% |
| All | -27.2% | -29.5% | +2.3% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling