+27.5%
KWEB vs MOD
+1,489.1%
-1,461.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +1.3% |
| 7D | -1.0% | +9.6% | -10.6% | -2.5% |
| 30D | -8.7% | 0.0% | -8.8% | -8.9% |
| 3M | -4.0% | -35.4% | +31.4% | +1.9% |
| 6M | -13.1% | -7.3% | -5.9% | -14.1% |
| YTD | -23.5% | +45.8% | -69.3% | -30.4% |
| 1Y | -27.2% | +43.1% | -70.3% | -34.2% |
| 3Y | -2.1% | +297.7% | -299.8% | -32.1% |
| 5Y | -40.8% | +1,478.8% | -1,519.5% | -69.8% |
| 10Y | -17.5% | +1,633.4% | -1,650.8% | -63.6% |
| All | +27.5% | +1,489.1% | -1,461.6% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling