+20.4%
KWEB vs MTCH
+217.9%
-197.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | -5.6% | +1.3% | -6.8% | -5.9% |
| 30D | -10.7% | +15.9% | -26.6% | -14.8% |
| 3M | -7.4% | +23.3% | -30.7% | -13.6% |
| 6M | -19.3% | +40.1% | -59.5% | -27.8% |
| YTD | -27.8% | +33.6% | -61.3% | -34.7% |
| 1Y | -35.9% | +14.1% | -50.0% | -39.3% |
| 3Y | -1.9% | +1.4% | -3.4% | -7.3% |
| 5Y | -43.2% | -73.1% | +30.0% | -23.5% |
| 10Y | -21.2% | +204.8% | -225.9% | -47.6% |
| All | +20.4% | +217.9% | -197.5% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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