+863.3%
KEYS vs MOD
+727.1%
+136.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +3.2% |
| 7D | -11.4% | -25.5% | +14.1% | -6.1% |
| 30D | -28.7% | -49.0% | +20.3% | -18.2% |
| 3M | -19.2% | -49.8% | +30.6% | -7.4% |
| 6M | -25.8% | -64.8% | +39.0% | -9.1% |
| YTD | +33.9% | -27.6% | +61.6% | +42.5% |
| 1Y | +47.1% | -35.2% | +82.3% | +58.7% |
| 3Y | +119.4% | +137.1% | -17.7% | +80.8% |
| 5Y | +48.2% | +760.3% | -712.1% | -5.2% |
| 10Y | +755.2% | +938.8% | -183.6% | +352.9% |
| All | +863.3% | +727.1% | +136.2% | +446.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling