+97.0%
KEYS vs MOD
+40.7%
+56.2%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | +4.4% | +6.3% | -1.9% | +2.1% |
| 30D | -2.2% | -1.7% | -0.6% | -1.7% |
| 3M | +0.5% | -30.1% | +30.7% | +13.0% |
| 6M | +22.4% | +2.7% | +19.7% | +22.2% |
| YTD | +64.1% | +44.1% | +20.0% | +56.4% |
| 1Y | +97.0% | +38.7% | +58.2% | +88.9% |
| All | +97.0% | +40.7% | +56.2% | +88.9% |
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