+982.1%
MS vs KWEB
+28.2%
+953.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.3% |
| 7D | +1.4% | -1.0% | +2.4% | +1.7% |
| 30D | -0.3% | -8.7% | +8.5% | +2.2% |
| 3M | +0.3% | -4.0% | +4.3% | +1.1% |
| 6M | +31.3% | -13.1% | +44.5% | +35.9% |
| YTD | +24.7% | -23.5% | +48.2% | +33.6% |
| 1Y | +47.9% | -27.2% | +75.1% | +60.4% |
| 3Y | +178.3% | -2.1% | +180.5% | +168.7% |
| 5Y | +144.9% | -40.8% | +185.7% | +159.1% |
| 10Y | +804.5% | -17.5% | +822.0% | +642.0% |
| All | +982.1% | +28.2% | +953.9% | +615.5% |
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