+1.4%
KEY vs MOD
-63.3%
+64.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -21.4% | +22.9% | +2.1% |
| 7D | +1.7% | -31.3% | +33.0% | +2.8% |
| 30D | +6.8% | -46.1% | +52.9% | +9.4% |
| 3M | -5.8% | -51.1% | +45.3% | -3.0% |
| 6M | +1.4% | -62.1% | +63.5% | +4.7% |
| All | +1.4% | -63.3% | +64.7% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling