+853.1%
MS vs KWEB
+16.5%
+836.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.1% |
| 7D | -1.7% | -2.7% | +0.9% | -1.1% |
| 30D | +0.9% | -4.4% | +5.3% | +2.1% |
| 3M | -10.8% | -15.7% | +4.9% | -6.7% |
| 6M | +0.9% | -20.0% | +20.9% | +6.7% |
| YTD | +9.8% | -30.5% | +40.3% | +20.6% |
| 1Y | +17.1% | -36.6% | +53.6% | +31.9% |
| 3Y | +175.7% | -1.7% | +177.4% | +165.3% |
| 5Y | +125.9% | -45.0% | +170.8% | +144.7% |
| 10Y | +556.2% | -19.8% | +576.0% | +437.5% |
| All | +853.1% | +16.5% | +836.6% | +546.1% |
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