-33.9%
KWEB vs MULL
+444.9%
-478.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -13.8% | +18.2% | +4.9% |
| 7D | +5.8% | -35.9% | +41.7% | +7.2% |
| 30D | -1.0% | -47.3% | +46.4% | +0.9% |
| 3M | -15.8% | -30.6% | +14.8% | -15.3% |
| 6M | -14.9% | +13.7% | -28.6% | -21.5% |
| YTD | -28.6% | +272.1% | -300.7% | -41.5% |
| 1Y | -33.9% | +475.1% | -509.0% | -48.8% |
| All | -33.9% | +444.9% | -478.8% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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