+1,044.7%
KEY vs MOD
+1,673.7%
-629.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -21.4% | +22.9% | +7.5% |
| 7D | +1.7% | -31.3% | +33.0% | +11.6% |
| 30D | +6.8% | -46.1% | +52.9% | +24.7% |
| 3M | -5.8% | -51.1% | +45.3% | +12.1% |
| 6M | +1.4% | -62.1% | +63.5% | +26.3% |
| YTD | +7.5% | -26.2% | +33.7% | +7.8% |
| 1Y | +29.6% | -32.6% | +62.2% | +31.7% |
| 3Y | +118.8% | +133.8% | -15.1% | +39.3% |
| 5Y | +16.8% | +792.8% | -775.9% | -53.0% |
| 10Y | +133.0% | +959.8% | -826.7% | -23.7% |
| All | +1,044.7% | +1,673.7% | -629.0% | +189.2% |
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