Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MS vs KWEB✓SelectedUSD · KWEBMS vs KWEB performance historyLatest closeAs of-0.41%09/09
Stock and ETF performance explorer

MS vs KWEB

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+803.2%
KWEB return
-22.5%
Excess return
+825.7%
Maximum drawdown
-51.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioKWEBExcessAlpha
1D-0.4%-2.3%+1.9%+0.2%
7D+1.7%-3.6%+5.2%+2.6%
30D0.0%-14.9%+14.9%+4.1%
3M+3.0%-5.4%+8.4%+4.1%
6M+35.7%-18.9%+54.5%+42.4%
YTD+23.3%-27.2%+50.5%+33.0%
1Y+44.7%-34.2%+78.9%+59.9%
3Y+178.0%+0.6%+177.4%+167.6%
5Y+143.2%-43.5%+186.7%+163.2%
10Y+803.2%-20.6%+823.8%+686.4%
All+803.2%-22.5%+825.7%+686.4%

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 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