-27.2%
KWEB vs MTB
+23.4%
-50.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -1.0% | +1.7% | -2.8% | -1.3% |
| 30D | -8.7% | -4.2% | -4.5% | -8.1% |
| 3M | -4.0% | +8.9% | -12.8% | -5.6% |
| 6M | -13.1% | +10.9% | -24.0% | -15.0% |
| YTD | -23.5% | +21.5% | -45.0% | -27.0% |
| 1Y | -27.2% | +21.9% | -49.1% | -32.2% |
| All | -27.2% | +23.4% | -50.5% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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