+1,288.1%
KDP vs MOD
+442.0%
+846.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.5% | +0.8% |
| 7D | +4.5% | -34.2% | +38.7% | +7.3% |
| 30D | +18.5% | -51.9% | +70.4% | +24.4% |
| 3M | +20.8% | -53.0% | +73.9% | +26.8% |
| 6M | +29.4% | -66.4% | +95.8% | +38.2% |
| YTD | +35.9% | -31.5% | +67.4% | +36.1% |
| 1Y | +42.5% | -39.6% | +82.0% | +43.6% |
| 3Y | +29.4% | +116.8% | -87.4% | +11.5% |
| 5Y | +15.8% | +713.8% | -698.0% | -14.8% |
| 10Y | +236.5% | +882.7% | -646.2% | +121.2% |
| All | +1,288.1% | +442.0% | +846.1% | +787.2% |
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