-12.5%
KWEB vs MULL
+2,366.2%
-2,378.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.3% | +8.0% | -0.9% |
| 7D | -4.3% | +3.6% | -7.9% | -4.5% |
| 30D | -13.0% | +22.0% | -35.0% | -14.2% |
| 3M | -7.6% | -8.6% | +1.1% | -10.2% |
| 6M | -21.1% | +248.5% | -269.7% | -33.7% |
| YTD | -28.2% | +516.3% | -544.5% | -43.6% |
| 1Y | -34.9% | +2,036.6% | -2,071.5% | -55.1% |
| All | -12.5% | +2,366.2% | -2,378.7% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling