-11.9%
KWEB vs MULL
+2,337.2%
-2,349.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.7% |
| 7D | -5.6% | -8.4% | +2.9% | -5.1% |
| 30D | -10.7% | +9.7% | -20.4% | -11.4% |
| 3M | -7.4% | -26.8% | +19.3% | -8.4% |
| 6M | -19.3% | +220.7% | -240.0% | -31.7% |
| YTD | -27.8% | +509.0% | -536.8% | -43.1% |
| 1Y | -35.9% | +1,739.5% | -1,775.5% | -55.2% |
| All | -11.9% | +2,337.2% | -2,349.1% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling