-5.6%
KMB vs MOD
+300.6%
-306.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.5% |
| 7D | -3.0% | +9.6% | -12.6% | -2.8% |
| 30D | -5.5% | 0.0% | -5.5% | -5.4% |
| 3M | +14.0% | -35.4% | +49.4% | +13.0% |
| 6M | +4.1% | -7.3% | +11.4% | +3.9% |
| YTD | +8.0% | +45.8% | -37.8% | +9.7% |
| 1Y | -13.7% | +43.1% | -56.9% | -12.2% |
| All | -5.6% | +300.6% | -306.2% | -2.1% |
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