+172.9%
KEY vs MOD
+1,642.7%
-1,469.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.9% |
| 7D | +2.2% | +9.6% | -7.4% | -0.5% |
| 30D | -3.0% | 0.0% | -3.0% | -3.3% |
| 3M | +3.3% | -35.4% | +38.7% | +14.7% |
| 6M | +9.2% | -7.3% | +16.5% | +6.8% |
| YTD | +10.6% | +45.8% | -35.2% | -6.9% |
| 1Y | +20.4% | +43.1% | -22.7% | -0.4% |
| 3Y | +121.8% | +297.7% | -175.8% | +16.2% |
| 5Y | +41.1% | +1,478.8% | -1,437.6% | -57.2% |
| All | +172.9% | +1,642.7% | -1,469.8% | -39.6% |
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