+1,819.5%
MSFT vs KWEB
+24.8%
+1,794.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.5% | -0.5% |
| 7D | -1.4% | -1.3% | -0.1% | -1.1% |
| 30D | -1.0% | -11.5% | +10.5% | +2.1% |
| 3M | +20.2% | -2.9% | +23.1% | +21.1% |
| 6M | +21.3% | -14.6% | +35.9% | +25.8% |
| YTD | +2.8% | -25.5% | +28.3% | +10.2% |
| 1Y | 0.0% | -31.1% | +31.0% | +9.1% |
| 3Y | +51.2% | +3.0% | +48.3% | +43.0% |
| 5Y | +71.4% | -42.6% | +114.0% | +82.6% |
| 10Y | +868.6% | -21.1% | +889.7% | +763.1% |
| All | +1,819.5% | +24.8% | +1,794.7% | +1,346.0% |
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 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