+265.4%
MCD vs KWEB
+28.2%
+237.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.7% |
| 7D | -2.8% | -1.0% | -1.8% | -2.7% |
| 30D | -6.0% | -8.7% | +2.7% | -5.3% |
| 3M | -5.6% | -4.0% | -1.6% | -5.3% |
| 6M | -21.9% | -13.1% | -8.7% | -21.0% |
| YTD | -14.7% | -23.5% | +8.8% | -12.9% |
| 1Y | -17.3% | -27.2% | +9.9% | -15.2% |
| 3Y | -2.2% | -2.1% | 0.0% | -3.5% |
| 5Y | +20.3% | -40.8% | +61.1% | +22.9% |
| 10Y | +180.7% | -17.5% | +198.2% | +161.2% |
| All | +265.4% | +28.2% | +237.2% | +223.6% |
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 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