-35.9%
KWEB vs MOD
+25.0%
-60.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | +0.1% |
| 7D | -5.6% | -2.8% | -2.8% | -5.3% |
| 30D | -10.7% | -5.1% | -5.5% | -10.3% |
| 3M | -7.4% | -30.3% | +22.9% | -4.5% |
| 6M | -19.3% | -5.6% | -13.7% | -20.4% |
| YTD | -27.8% | +41.8% | -69.5% | -32.4% |
| 1Y | -35.9% | +28.9% | -64.8% | -40.1% |
| All | -35.9% | +25.0% | -60.9% | -40.1% |
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