+684.3%
MCK vs KWEB
+21.1%
+663.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.9% | -5.6% | +2.6% | -2.5% |
| 30D | +0.4% | -10.7% | +11.1% | +1.3% |
| 3M | +12.1% | -7.4% | +19.5% | +12.7% |
| 6M | -5.4% | -19.3% | +13.9% | -3.9% |
| YTD | +7.8% | -27.8% | +35.5% | +10.5% |
| 1Y | +22.9% | -35.9% | +58.9% | +27.2% |
| 3Y | +110.7% | -1.9% | +112.7% | +106.8% |
| 5Y | +346.2% | -43.2% | +389.4% | +363.9% |
| 10Y | +440.1% | -21.2% | +461.3% | +378.1% |
| All | +684.3% | +21.1% | +663.2% | +535.1% |
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