+43.4%
KO vs MOD
-6.2%
+49.5%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +27.9% | -26.0% | +3.4% |
| 7D | +3.7% | +40.4% | -36.7% | +6.0% |
| 30D | +8.1% | -14.0% | +22.1% | +7.0% |
| 3M | +14.2% | -33.3% | +47.5% | +11.3% |
| 6M | +25.2% | -51.4% | +76.6% | +20.5% |
| YTD | +44.7% | +1.6% | +43.1% | +40.8% |
| 1Y | +43.4% | +5.4% | +38.0% | +40.1% |
| All | +43.4% | -6.2% | +49.5% | +40.1% |
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 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