+98.0%
MNST vs KWEB
-46.3%
+144.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.7% |
| 7D | -4.7% | -7.5% | +2.7% | -3.9% |
| 30D | +5.2% | -7.3% | +12.5% | +6.1% |
| 3M | -0.9% | -16.8% | +15.9% | +1.1% |
| 6M | +6.1% | -21.4% | +27.5% | +8.8% |
| YTD | +18.9% | -32.7% | +51.6% | +23.7% |
| 1Y | +29.3% | -38.2% | +67.5% | +35.9% |
| 3Y | +64.9% | -4.8% | +69.7% | +62.0% |
| 5Y | +98.0% | -47.1% | +145.2% | +116.5% |
| All | +98.0% | -46.3% | +144.3% | +116.5% |
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