+3.0%
KWEB vs MOD
+312.9%
-310.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.5% | -2.5% |
| 7D | -1.3% | +6.3% | -7.6% | -1.9% |
| 30D | -11.5% | -1.7% | -9.9% | -11.5% |
| 3M | -2.9% | -30.1% | +27.2% | -0.1% |
| 6M | -14.6% | +2.7% | -17.3% | -16.0% |
| YTD | -25.5% | +44.1% | -69.6% | -29.5% |
| 1Y | -31.1% | +38.7% | -69.8% | -34.8% |
| 3Y | +3.0% | +309.8% | -306.8% | -21.8% |
| All | +3.0% | +312.9% | -310.0% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling