+1,117.5%
KDP vs MOD
+1,057.3%
+60.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.2% | -1.2% |
| 7D | +1.3% | +9.6% | -8.3% | +0.6% |
| 30D | +6.0% | 0.0% | +6.0% | +5.9% |
| 3M | +9.2% | -35.4% | +44.6% | +12.2% |
| 6M | +14.7% | -7.3% | +22.0% | +13.9% |
| YTD | +19.2% | +45.8% | -26.6% | +13.7% |
| 1Y | +15.2% | +43.1% | -28.0% | +9.4% |
| 3Y | +6.0% | +297.7% | -291.7% | -12.0% |
| 5Y | +5.4% | +1,478.8% | -1,473.3% | -25.6% |
| 10Y | +171.9% | +1,633.4% | -1,461.5% | +73.5% |
| All | +1,117.5% | +1,057.3% | +60.2% | +640.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling