-37.3%
KWEB vs MOD
-6.2%
-31.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +27.9% | -27.8% | -1.0% |
| 7D | -7.8% | +40.4% | -48.3% | -9.2% |
| 30D | -6.4% | -14.0% | +7.6% | -5.2% |
| 3M | -14.6% | -33.3% | +18.7% | -12.0% |
| 6M | -25.0% | -51.4% | +26.4% | -20.8% |
| YTD | -32.7% | +1.6% | -34.3% | -34.1% |
| 1Y | -37.3% | +5.4% | -42.7% | -38.9% |
| All | -37.3% | -6.2% | -31.2% | -38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling