+96.0%
KEYS vs MOD
+45.0%
+51.0%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | -0.1% |
| 7D | +2.3% | +9.6% | -7.3% | -1.1% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | -4.6% | -35.4% | +30.7% | +9.6% |
| 6M | +8.7% | -7.3% | +16.0% | +11.3% |
| YTD | +61.0% | +45.8% | +15.2% | +52.8% |
| 1Y | +96.0% | +43.1% | +52.8% | +86.8% |
| All | +96.0% | +45.0% | +51.0% | +86.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling