+19.6%
KWEB vs MTB
+190.8%
-171.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -4.3% | -0.4% | -3.9% | -4.2% |
| 30D | -13.0% | -4.6% | -8.4% | -11.9% |
| 3M | -7.6% | +7.4% | -15.0% | -9.5% |
| 6M | -21.1% | +18.7% | -39.8% | -25.0% |
| YTD | -28.2% | +21.1% | -49.3% | -32.2% |
| 1Y | -34.9% | +24.1% | -58.9% | -39.0% |
| 3Y | -0.8% | +115.3% | -116.1% | -22.4% |
| 5Y | -43.6% | +106.0% | -149.6% | -55.4% |
| 10Y | -21.7% | +171.6% | -193.3% | -49.8% |
| All | +19.6% | +190.8% | -171.2% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling