+997.9%
KEYS vs MOD
+1,504.3%
-506.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +4.4% | +6.3% | -1.9% | +3.1% |
| 30D | -2.2% | -1.7% | -0.6% | -1.9% |
| 3M | +0.5% | -30.1% | +30.7% | +7.6% |
| 6M | +22.4% | +2.7% | +19.7% | +21.4% |
| YTD | +64.1% | +44.1% | +20.0% | +52.8% |
| 1Y | +97.0% | +38.7% | +58.2% | +83.1% |
| 3Y | +152.0% | +309.8% | -157.8% | +88.0% |
| 5Y | +83.7% | +1,569.7% | -1,486.0% | +6.7% |
| 10Y | +997.9% | +1,520.5% | -522.6% | +487.7% |
| All | +997.9% | +1,504.3% | -506.4% | +487.7% |
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 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