-23.0%
KWEB vs MOD
+1,465.6%
-1,488.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.8% |
| 7D | -4.3% | -3.9% | -0.4% | -3.7% |
| 30D | -13.0% | -9.6% | -3.4% | -11.8% |
| 3M | -7.6% | -30.6% | +23.0% | -3.4% |
| 6M | -21.1% | -10.9% | -10.2% | -21.4% |
| YTD | -28.2% | +34.3% | -62.5% | -33.4% |
| 1Y | -34.9% | +18.3% | -53.2% | -38.9% |
| 3Y | -0.8% | +281.9% | -282.7% | -28.8% |
| 5Y | -43.6% | +1,486.4% | -1,529.9% | -69.7% |
| All | -23.0% | +1,465.6% | -1,488.6% | -59.4% |
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