+228.7%
KO vs MOD
+1,079.7%
-851.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +27.9% | -26.0% | +0.9% |
| 7D | +3.7% | +40.4% | -36.7% | +2.5% |
| 30D | +8.1% | -14.0% | +22.1% | +8.4% |
| 3M | +14.2% | -33.3% | +47.5% | +15.4% |
| 6M | +25.2% | -51.4% | +76.6% | +27.5% |
| YTD | +44.7% | +1.6% | +43.1% | +41.6% |
| 1Y | +43.4% | +5.4% | +38.0% | +39.7% |
| 3Y | +90.1% | +191.0% | -100.9% | +65.6% |
| 5Y | +103.0% | +1,093.1% | -990.2% | +51.0% |
| All | +228.7% | +1,079.7% | -851.0% | +118.8% |
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