+239.3%
KDP vs MOD
+1,005.7%
-766.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.9% | -9.0% | +0.5% |
| 7D | +0.3% | -13.9% | +14.3% | +0.6% |
| 30D | +16.3% | -41.5% | +57.8% | +18.3% |
| 3M | +24.0% | -45.7% | +69.7% | +26.3% |
| 6M | +30.0% | -61.1% | +91.1% | +33.7% |
| YTD | +36.1% | -20.5% | +56.6% | +34.9% |
| 1Y | +46.8% | -32.1% | +79.0% | +46.3% |
| 3Y | +30.5% | +146.5% | -116.0% | +16.7% |
| 5Y | +17.9% | +812.7% | -794.8% | -6.5% |
| 10Y | +239.3% | +966.8% | -727.6% | +155.7% |
| All | +239.3% | +1,005.7% | -766.5% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling