+66.9%
KEYS vs MOD
-6.2%
+73.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +27.9% | -30.0% | -11.5% |
| 7D | +9.4% | +40.4% | -31.0% | -4.7% |
| 30D | -16.8% | -14.0% | -2.8% | -13.2% |
| 3M | -15.9% | -33.3% | +17.5% | -4.4% |
| 6M | -17.6% | -51.4% | +33.8% | +4.0% |
| YTD | +46.5% | +1.6% | +44.9% | +57.8% |
| 1Y | +66.9% | +5.4% | +61.5% | +77.8% |
| All | +66.9% | -6.2% | +73.1% | +77.8% |
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