+1,245.2%
MU vs KWEB
-42.7%
+1,287.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | -4.1% | -5.6% | +1.5% | -2.0% |
| 30D | +7.0% | -10.7% | +17.7% | +11.5% |
| 3M | -2.1% | -7.4% | +5.4% | 0.0% |
| 6M | +133.1% | -19.3% | +152.4% | +151.3% |
| YTD | +241.9% | -27.8% | +269.7% | +284.3% |
| 1Y | +548.8% | -35.9% | +584.7% | +664.1% |
| 3Y | +1,308.2% | -1.9% | +1,310.1% | +1,311.5% |
| All | +1,245.2% | -42.7% | +1,287.9% | +1,361.4% |
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