+183.0%
KO vs MOD
+1,486.8%
-1,303.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.8% |
| 7D | -0.8% | +3.6% | -4.4% | -0.9% |
| 30D | +0.8% | -2.6% | +3.4% | +0.8% |
| 3M | +8.3% | -33.1% | +41.5% | +9.7% |
| 6M | +14.0% | -7.5% | +21.5% | +13.3% |
| YTD | +26.9% | +39.3% | -12.4% | +23.3% |
| 1Y | +32.7% | +34.3% | -1.6% | +28.6% |
| 3Y | +63.9% | +296.2% | -232.2% | +41.7% |
| 5Y | +81.7% | +1,504.6% | -1,422.9% | +34.8% |
| 10Y | +183.0% | +1,511.5% | -1,328.5% | +92.2% |
| All | +183.0% | +1,486.8% | -1,303.8% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling