+26.0%
MAR vs KWEB
-35.0%
+60.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.6% |
| 7D | -0.5% | -5.6% | +5.0% | +0.2% |
| 30D | -5.4% | -10.7% | +5.3% | -4.1% |
| 3M | -15.5% | -7.4% | -8.1% | -14.9% |
| 6M | +3.0% | -19.3% | +22.3% | +5.5% |
| YTD | +8.5% | -27.8% | +36.3% | +12.3% |
| 1Y | +26.0% | -35.9% | +61.9% | +31.8% |
| All | +26.0% | -35.0% | +60.9% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling