+12.2%
KEY vs MOD
+748.9%
-736.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.7% |
| 7D | -1.3% | -25.5% | +24.3% | +4.0% |
| 30D | +5.1% | -49.0% | +54.1% | +19.6% |
| 3M | -7.1% | -49.8% | +42.7% | +5.3% |
| 6M | -4.4% | -64.8% | +60.4% | +15.1% |
| YTD | +4.0% | -27.6% | +31.7% | +3.1% |
| 1Y | +23.4% | -35.2% | +58.6% | +24.3% |
| 3Y | +113.9% | +137.1% | -23.2% | +33.3% |
| All | +12.2% | +748.9% | -736.7% | -54.4% |
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