+149.4%
MAR vs KWEB
-42.7%
+192.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.6% |
| 7D | -0.5% | -5.6% | +5.0% | +0.4% |
| 30D | -5.4% | -10.7% | +5.3% | -3.6% |
| 3M | -15.5% | -7.4% | -8.1% | -14.5% |
| 6M | +3.0% | -19.3% | +22.3% | +6.4% |
| YTD | +8.5% | -27.8% | +36.3% | +14.2% |
| 1Y | +26.0% | -35.9% | +61.9% | +35.0% |
| 3Y | +68.6% | -1.9% | +70.5% | +65.1% |
| All | +149.4% | -42.7% | +192.1% | +147.0% |
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