+9.0%
MSFT vs KWEB
-34.1%
+43.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.5% | +2.2% | +5.5% |
| 7D | +4.7% | +5.8% | -1.1% | +3.2% |
| 30D | +5.8% | -1.0% | +6.8% | +6.0% |
| 3M | +13.0% | -15.8% | +28.8% | +17.2% |
| 6M | +34.9% | -14.9% | +49.9% | +37.6% |
| YTD | +15.7% | -28.6% | +44.2% | +18.8% |
| 1Y | +9.0% | -33.9% | +42.9% | +13.8% |
| All | +9.0% | -34.1% | +43.1% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling