-20.4%
KKR vs MOD
-30.7%
+10.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -1.1% | +16.1% | -17.2% | -2.6% |
| 30D | +11.5% | -38.5% | +50.0% | +17.5% |
| 3M | -12.4% | -46.8% | +34.5% | -6.0% |
| 6M | -1.9% | -61.6% | +59.7% | +9.3% |
| YTD | -23.3% | -20.5% | -2.8% | -24.4% |
| 1Y | -20.4% | -28.0% | +7.6% | -19.7% |
| All | -20.4% | -30.7% | +10.2% | -19.7% |
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 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