+27.5%
KWEB vs MOS
-19.9%
+47.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.7% |
| 7D | -1.0% | +9.5% | -10.6% | -2.9% |
| 30D | -8.7% | +10.4% | -19.1% | -10.7% |
| 3M | -4.0% | +12.9% | -16.9% | -7.0% |
| 6M | -13.1% | +1.2% | -14.4% | -14.5% |
| YTD | -23.5% | +9.3% | -32.8% | -26.2% |
| 1Y | -27.2% | -18.0% | -9.2% | -25.4% |
| 3Y | -2.1% | -29.0% | +26.9% | +1.0% |
| 5Y | -40.8% | -9.6% | -31.2% | -44.7% |
| 10Y | -17.5% | +6.1% | -23.5% | -31.6% |
| All | +27.5% | -19.9% | +47.4% | +18.6% |
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 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