-1.9%
KWEB vs MXL
+222.8%
-224.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | +0.2% |
| 7D | -5.6% | +18.9% | -24.4% | -6.5% |
| 30D | -10.7% | +0.3% | -11.0% | -10.9% |
| 3M | -7.4% | -8.0% | +0.6% | -8.4% |
| 6M | -19.3% | +341.2% | -360.6% | -32.4% |
| YTD | -27.8% | +327.8% | -355.6% | -39.4% |
| 1Y | -35.9% | +364.9% | -400.8% | -47.0% |
| 3Y | -1.9% | +229.2% | -231.2% | -20.4% |
| All | -1.9% | +222.8% | -224.7% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling