-18.9%
KWEB vs MULL
+370.7%
-389.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.4% | -7.7% | -2.4% |
| 7D | -3.6% | +14.8% | -18.4% | -3.8% |
| 30D | -14.9% | +36.6% | -51.5% | -15.4% |
| 3M | -5.4% | -8.9% | +3.5% | -7.1% |
| 6M | -18.9% | +311.9% | -330.8% | -29.2% |
| All | -18.9% | +370.7% | -389.5% | -29.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling