+148.6%
KEYS vs MOD
+331.6%
-183.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.2% |
| 7D | +2.3% | +9.6% | -7.3% | -0.4% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | -4.6% | -35.4% | +30.7% | +7.0% |
| 6M | +8.7% | -7.3% | +16.0% | +10.3% |
| YTD | +61.0% | +45.8% | +15.2% | +46.3% |
| 1Y | +96.0% | +43.1% | +52.8% | +76.6% |
| All | +148.6% | +331.6% | -183.0% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling