+81.6%
KO vs MOD
+1,517.7%
-1,436.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | +0.4% | +6.3% | -5.9% | +0.5% |
| 30D | +1.5% | -1.7% | +3.2% | +1.5% |
| 3M | +11.8% | -30.1% | +41.9% | +11.5% |
| 6M | +16.2% | +2.7% | +13.5% | +15.8% |
| YTD | +28.1% | +44.1% | -16.0% | +27.7% |
| 1Y | +34.8% | +38.7% | -4.0% | +34.2% |
| 3Y | +65.5% | +309.8% | -244.3% | +54.7% |
| 5Y | +81.6% | +1,569.7% | -1,488.1% | +47.7% |
| All | +81.6% | +1,517.7% | -1,436.2% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling