+354.7%
MNST vs KWEB
-21.5%
+376.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +1.6% | -7.8% | +9.5% | +3.0% |
| 30D | +5.1% | -6.4% | +11.5% | +6.2% |
| 3M | -0.5% | -14.6% | +14.1% | +2.0% |
| 6M | +8.1% | -25.0% | +33.2% | +13.0% |
| YTD | +21.2% | -32.7% | +53.9% | +28.6% |
| 1Y | +30.7% | -37.3% | +68.0% | +40.3% |
| 3Y | +67.3% | -5.9% | +73.2% | +63.2% |
| 5Y | +101.9% | -47.1% | +149.0% | +114.4% |
| All | +354.7% | -21.5% | +376.2% | +298.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling