+119.0%
KEY vs MOD
+857.0%
-737.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.5% | -0.7% |
| 7D | -2.5% | -34.2% | +31.7% | +8.2% |
| 30D | +4.1% | -51.9% | +55.9% | +25.3% |
| 3M | -8.4% | -53.0% | +44.7% | +10.1% |
| 6M | -2.3% | -66.4% | +64.1% | +25.8% |
| YTD | +4.6% | -31.5% | +36.1% | +5.9% |
| 1Y | +24.6% | -39.6% | +64.1% | +29.2% |
| 3Y | +112.8% | +116.8% | -4.0% | +28.2% |
| 5Y | +12.9% | +713.8% | -700.9% | -60.3% |
| All | +119.0% | +857.0% | -737.9% | -43.0% |
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