-22.5%
KWEB vs MTB
+173.8%
-196.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -10.7% | -4.8% | -5.9% | -9.6% |
| 3M | -7.4% | +6.0% | -13.4% | -8.8% |
| 6M | -19.3% | +19.6% | -38.9% | -22.9% |
| YTD | -27.8% | +21.5% | -49.2% | -31.3% |
| 1Y | -35.9% | +24.7% | -60.6% | -39.6% |
| 3Y | -1.9% | +108.6% | -110.5% | -20.3% |
| 5Y | -43.2% | +106.7% | -149.9% | -53.5% |
| All | -22.5% | +173.8% | -196.3% | -40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling