+65.3%
KEYS vs MOD
-30.7%
+96.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +16.7% | +16.1% | +0.6% | +10.1% |
| 30D | -17.8% | -38.5% | +20.7% | -2.3% |
| 3M | -14.2% | -46.8% | +32.6% | +6.9% |
| 6M | -15.9% | -61.6% | +45.7% | +16.6% |
| YTD | +49.7% | -20.5% | +70.3% | +76.5% |
| 1Y | +65.3% | -28.0% | +93.3% | +97.8% |
| All | +65.3% | -30.7% | +96.0% | +97.8% |
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