-33.9%
KWEB vs MOS
-16.2%
-17.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +17.4% | -12.9% | +2.8% |
| 7D | +5.8% | +17.9% | -12.2% | +4.1% |
| 30D | -1.0% | +1.6% | -2.5% | -1.6% |
| 3M | -15.8% | -4.0% | -11.8% | -16.1% |
| 6M | -14.9% | -4.1% | -10.8% | -15.3% |
| YTD | -28.6% | -7.8% | -20.8% | -28.7% |
| 1Y | -33.9% | -15.6% | -18.3% | -33.6% |
| All | -33.9% | -16.2% | -17.7% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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