+811.4%
MAR vs KWEB
+22.0%
+789.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.4% |
| 7D | -0.5% | -3.6% | +3.1% | +0.4% |
| 30D | -4.7% | -14.9% | +10.2% | -0.9% |
| 3M | -15.6% | -5.4% | -10.2% | -14.7% |
| 6M | +1.2% | -18.9% | +20.1% | +6.0% |
| YTD | +7.5% | -27.2% | +34.7% | +15.4% |
| 1Y | +26.6% | -34.2% | +60.8% | +39.0% |
| 3Y | +66.0% | +0.6% | +65.3% | +58.9% |
| 5Y | +154.1% | -43.5% | +197.6% | +169.3% |
| 10Y | +441.9% | -20.6% | +462.4% | +368.9% |
| All | +811.4% | +22.0% | +789.5% | +573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling