-19.8%
KWEB vs MOD
+915.9%
-935.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.1% |
| 7D | -2.7% | +8.2% | -10.9% | -3.9% |
| 30D | -4.4% | -38.2% | +33.8% | +1.5% |
| 3M | -15.7% | -46.2% | +30.5% | -9.0% |
| 6M | -20.0% | -62.5% | +42.5% | -10.0% |
| YTD | -30.5% | -20.1% | -10.4% | -31.3% |
| 1Y | -36.6% | -29.7% | -6.9% | -36.4% |
| 3Y | -1.7% | +136.2% | -137.9% | -25.2% |
| 5Y | -45.0% | +820.4% | -865.3% | -68.5% |
| 10Y | -19.8% | +839.8% | -859.6% | -54.6% |
| All | -19.8% | +915.9% | -935.7% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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