-33.9%
KWEB vs MTSI
+59.5%
-93.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.5% |
| 7D | +5.8% | -10.7% | +16.4% | +6.7% |
| 30D | -1.0% | -29.0% | +28.0% | +1.5% |
| 3M | -15.8% | -14.7% | -1.1% | -15.5% |
| 6M | -14.9% | -20.1% | +5.1% | -15.5% |
| YTD | -28.6% | +36.1% | -64.7% | -36.1% |
| 1Y | -33.9% | +61.7% | -95.7% | -43.0% |
| All | -33.9% | +59.5% | -93.5% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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