-33.2%
KWEB vs MXL
+206.6%
-239.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -22.1% | +23.9% | +2.1% |
| 7D | +8.6% | -38.1% | +46.8% | +9.5% |
| 30D | +0.9% | -59.5% | +60.4% | +2.6% |
| 3M | -13.2% | -34.3% | +21.1% | -13.0% |
| 6M | -13.2% | -45.8% | +32.5% | -13.5% |
| YTD | -27.3% | +154.2% | -181.5% | -39.4% |
| 1Y | -33.2% | +192.1% | -225.3% | -45.9% |
| All | -33.2% | +206.6% | -239.9% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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