+12.2%
KWEB vs MOS
-31.5%
+43.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -7.8% | -2.0% | -5.9% | -7.5% |
| 30D | -6.4% | +15.3% | -21.8% | -9.5% |
| 3M | -14.6% | +1.5% | -16.1% | -15.4% |
| 6M | -25.0% | -2.0% | -23.1% | -25.7% |
| YTD | -32.7% | -6.5% | -26.1% | -33.2% |
| 1Y | -37.3% | -11.1% | -26.3% | -37.3% |
| 3Y | -5.9% | -30.3% | +24.3% | -2.8% |
| 5Y | -47.1% | -33.5% | -13.6% | -47.3% |
| 10Y | -22.3% | -3.3% | -19.0% | -34.7% |
| All | +12.2% | -31.5% | +43.8% | +7.3% |
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 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