+20.4%
KWEB vs MXL
+972.9%
-952.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.9% | -0.6% |
| 7D | -5.6% | +18.9% | -24.4% | -8.4% |
| 30D | -10.7% | +0.3% | -11.0% | -11.4% |
| 3M | -7.4% | -8.0% | +0.6% | -10.2% |
| 6M | -19.3% | +341.2% | -360.6% | -47.2% |
| YTD | -27.8% | +327.8% | -355.6% | -52.8% |
| 1Y | -35.9% | +364.9% | -400.8% | -59.3% |
| 3Y | -1.9% | +229.2% | -231.2% | -41.3% |
| 5Y | -43.2% | +42.8% | -86.0% | -59.7% |
| 10Y | -21.2% | +303.1% | -324.2% | -60.1% |
| All | +20.4% | +972.9% | -952.5% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling