+73.5%
MSFT vs KWEB
-45.1%
+118.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.4% |
| 7D | -3.5% | -4.3% | +0.8% | -2.8% |
| 30D | -2.1% | -13.0% | +10.9% | 0.0% |
| 3M | +24.2% | -7.6% | +31.7% | +25.7% |
| 6M | +21.9% | -21.1% | +43.0% | +26.1% |
| YTD | +2.5% | -28.2% | +30.7% | +7.4% |
| 1Y | -0.8% | -34.9% | +34.1% | +5.4% |
| 3Y | +50.8% | -0.8% | +51.5% | +47.4% |
| 5Y | +73.5% | -43.6% | +117.1% | +78.0% |
| All | +73.5% | -45.1% | +118.6% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling