+15.8%
KDP vs MOD
+720.4%
-704.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.5% | +0.3% |
| 7D | +4.5% | -34.2% | +38.7% | +4.5% |
| 30D | +18.5% | -51.9% | +70.4% | +18.8% |
| 3M | +20.8% | -53.0% | +73.9% | +21.1% |
| 6M | +29.4% | -66.4% | +95.8% | +30.1% |
| YTD | +35.9% | -31.5% | +67.4% | +34.5% |
| 1Y | +42.5% | -39.6% | +82.0% | +41.2% |
| 3Y | +29.4% | +116.8% | -87.4% | +17.5% |
| 5Y | +15.8% | +713.8% | -698.0% | -6.3% |
| All | +15.8% | +720.4% | -704.6% | -6.3% |
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