+247.9%
KDP vs MOD
+1,079.7%
-831.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +27.9% | -25.3% | +1.7% |
| 7D | -0.8% | +40.4% | -41.2% | -2.0% |
| 30D | +9.7% | -14.0% | +23.7% | +10.0% |
| 3M | +17.6% | -33.3% | +51.0% | +18.9% |
| 6M | +25.8% | -51.4% | +77.2% | +28.4% |
| YTD | +33.9% | +1.6% | +32.3% | +31.4% |
| 1Y | +38.9% | +5.4% | +33.5% | +35.9% |
| 3Y | +26.8% | +191.0% | -164.2% | +12.7% |
| 5Y | +16.3% | +1,093.1% | -1,076.8% | -9.2% |
| All | +247.9% | +1,079.7% | -831.8% | +148.1% |
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