+878.4%
MSFT vs KWEB
-19.7%
+898.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -0.8% | -5.6% | +4.8% | +0.6% |
| 30D | +0.8% | -10.7% | +11.5% | +3.7% |
| 3M | +27.2% | -7.4% | +34.6% | +29.6% |
| 6M | +22.9% | -19.3% | +42.2% | +29.2% |
| YTD | +3.1% | -27.8% | +30.9% | +11.2% |
| 1Y | -0.3% | -35.9% | +35.7% | +10.6% |
| 3Y | +50.1% | -1.9% | +52.0% | +43.9% |
| 5Y | +74.6% | -43.2% | +117.8% | +89.7% |
| All | +878.4% | -19.7% | +898.1% | +742.5% |
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 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