-0.1%
KWEB vs MOS
-24.7%
+24.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | +3.4% | +24.8% | -21.5% | -1.4% |
| 30D | -3.5% | +22.7% | -26.2% | -7.7% |
| 3M | -17.4% | -1.2% | -16.2% | -17.7% |
| 6M | -18.6% | +5.5% | -24.1% | -20.5% |
| YTD | -29.3% | -2.0% | -27.4% | -31.0% |
| 1Y | -35.9% | -7.9% | -28.0% | -36.4% |
| 3Y | -0.1% | -25.0% | +24.9% | -2.6% |
| All | -0.1% | -24.7% | +24.6% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling