+80.6%
KEYS vs MOD
+1,486.5%
-1,405.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.3% |
| 7D | +2.3% | +9.6% | -7.3% | -0.2% |
| 30D | -2.6% | 0.0% | -2.6% | -2.7% |
| 3M | -4.6% | -35.4% | +30.7% | +6.0% |
| 6M | +8.7% | -7.3% | +16.0% | +10.1% |
| YTD | +61.0% | +45.8% | +15.2% | +46.7% |
| 1Y | +96.0% | +43.1% | +52.8% | +77.2% |
| 3Y | +144.4% | +297.7% | -153.3% | +65.8% |
| All | +80.6% | +1,486.5% | -1,405.9% | -18.7% |
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