+86.1%
MA vs KWEB
-47.3%
+133.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | -0.5% | -7.5% | +7.0% | +0.7% |
| 30D | +7.9% | -7.3% | +15.2% | +9.1% |
| 3M | +16.8% | -16.8% | +33.6% | +20.0% |
| 6M | +31.0% | -21.4% | +52.4% | +35.5% |
| YTD | +15.0% | -32.7% | +47.8% | +21.7% |
| 1Y | +17.0% | -38.2% | +55.2% | +25.5% |
| 3Y | +68.5% | -4.8% | +73.3% | +65.1% |
| All | +86.1% | -47.3% | +133.3% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 5y: compounded portfolio wealth divided by compounded KWEB 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…
5y analysis · Full analysis span regression · 6 months rolling