+545.7%
MS vs KWEB
-18.2%
+563.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.5% |
| 7D | +0.8% | +3.4% | -2.6% | -0.1% |
| 30D | -0.7% | -3.5% | +2.8% | +0.1% |
| 3M | -12.4% | -17.4% | +5.0% | -8.2% |
| 6M | -1.7% | -18.6% | +16.8% | +3.0% |
| YTD | +8.0% | -29.3% | +37.4% | +17.3% |
| 1Y | +16.2% | -35.9% | +52.1% | +29.3% |
| 3Y | +171.3% | -0.1% | +171.3% | +161.4% |
| 5Y | +124.8% | -41.2% | +165.9% | +139.9% |
| All | +545.7% | -18.2% | +563.9% | +478.8% |
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