+336.5%
MO vs KWEB
+20.3%
+316.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | -1.0% | -4.3% | +3.3% | -0.8% |
| 30D | +5.8% | -13.0% | +18.8% | +6.5% |
| 3M | -4.5% | -7.6% | +3.0% | -4.2% |
| 6M | +5.7% | -21.1% | +26.9% | +6.8% |
| YTD | +23.1% | -28.2% | +51.3% | +24.9% |
| 1Y | +10.9% | -34.9% | +45.8% | +13.0% |
| 3Y | +96.1% | -0.8% | +96.9% | +93.5% |
| 5Y | +100.1% | -43.6% | +143.6% | +103.7% |
| 10Y | +114.0% | -21.7% | +135.6% | +102.1% |
| All | +336.5% | +20.3% | +316.2% | +269.4% |
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