+741.1%
MNST vs KWEB
+28.2%
+712.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -0.9% |
| 7D | -6.5% | -1.0% | -5.5% | -6.3% |
| 30D | -7.2% | -8.7% | +1.5% | -5.8% |
| 3M | -1.0% | -4.0% | +3.0% | -0.5% |
| 6M | +11.5% | -13.1% | +24.6% | +13.9% |
| YTD | +14.3% | -23.5% | +37.8% | +19.2% |
| 1Y | +38.1% | -27.2% | +65.3% | +44.9% |
| 3Y | +55.0% | -2.1% | +57.1% | +50.3% |
| 5Y | +79.6% | -40.8% | +120.4% | +84.9% |
| 10Y | +241.8% | -17.5% | +259.2% | +204.7% |
| All | +741.1% | +28.2% | +712.8% | +542.2% |
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