+17.8%
KWEB vs MOS
-28.2%
+45.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | +3.4% | +24.8% | -21.5% | -1.5% |
| 30D | -3.5% | +22.7% | -26.2% | -7.8% |
| 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% | -30.6% |
| 1Y | -35.9% | -7.9% | -28.0% | -36.4% |
| 3Y | -0.1% | -25.0% | +24.9% | +1.7% |
| 5Y | -41.2% | -27.7% | -13.4% | -42.5% |
| 10Y | -18.9% | -1.6% | -17.4% | -32.0% |
| All | +17.8% | -28.2% | +45.9% | +11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling