+46.1%
KEYS vs MOD
+748.9%
-702.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +2.9% |
| 7D | -11.4% | -25.5% | +14.1% | -4.5% |
| 30D | -28.7% | -49.0% | +20.3% | -15.1% |
| 3M | -19.2% | -49.8% | +30.6% | -3.8% |
| 6M | -25.8% | -64.8% | +39.0% | -4.0% |
| YTD | +33.9% | -27.6% | +61.6% | +45.5% |
| 1Y | +47.1% | -35.2% | +82.3% | +62.6% |
| 3Y | +119.4% | +137.1% | -17.7% | +70.3% |
| All | +46.1% | +748.9% | -702.9% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling