+3.0%
KWEB vs MOS
-21.8%
+24.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.3% | -3.2% |
| 7D | -1.3% | +7.1% | -8.3% | -2.7% |
| 30D | -11.5% | +15.0% | -26.6% | -14.1% |
| 3M | -2.9% | +24.1% | -27.0% | -7.7% |
| 6M | -14.6% | +2.7% | -17.4% | -16.1% |
| YTD | -25.5% | +12.2% | -37.7% | -28.7% |
| 1Y | -31.1% | -16.3% | -14.8% | -28.8% |
| 3Y | +3.0% | -23.3% | +26.3% | +0.1% |
| All | +3.0% | -21.8% | +24.8% | +0.1% |
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