+433.8%
MAR vs KWEB
-19.7%
+453.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.6% |
| 7D | -0.5% | -5.6% | +5.0% | +0.8% |
| 30D | -5.4% | -10.7% | +5.3% | -2.9% |
| 3M | -15.5% | -7.4% | -8.1% | -14.2% |
| 6M | +3.0% | -19.3% | +22.3% | +7.7% |
| YTD | +8.5% | -27.8% | +36.3% | +16.3% |
| 1Y | +26.0% | -35.9% | +61.9% | +38.5% |
| 3Y | +68.6% | -1.9% | +70.5% | +62.9% |
| 5Y | +157.4% | -43.2% | +200.6% | +175.0% |
| All | +433.8% | -19.7% | +453.6% | +389.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling