-43.5%
KWEB vs MOS
-4.4%
-39.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -3.6% | +1.7% | -5.2% | -3.9% |
| 30D | -14.9% | +11.7% | -26.6% | -16.8% |
| 3M | -5.4% | +23.2% | -28.6% | -9.6% |
| 6M | -18.9% | -1.6% | -17.2% | -19.5% |
| YTD | -27.2% | +10.8% | -38.1% | -29.8% |
| 1Y | -34.2% | -16.2% | -18.0% | -32.8% |
| 3Y | +0.6% | -24.2% | +24.8% | +1.4% |
| 5Y | -43.5% | -6.6% | -36.8% | -50.3% |
| All | -43.5% | -4.4% | -39.0% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling