+17.0%
KDP vs MOD
+748.9%
-732.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -0.7% |
| 7D | +2.2% | -25.5% | +27.8% | +2.2% |
| 30D | +19.9% | -49.0% | +68.9% | +20.3% |
| 3M | +21.5% | -49.8% | +71.3% | +21.8% |
| 6M | +30.1% | -64.8% | +94.9% | +30.8% |
| YTD | +34.9% | -27.6% | +62.6% | +33.6% |
| 1Y | +43.4% | -35.2% | +78.6% | +42.1% |
| 3Y | +29.1% | +137.1% | -108.1% | +17.0% |
| All | +17.0% | +748.9% | -732.0% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling