+4,638.2%
KO vs MOD
+1,638.7%
+2,999.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.8% | -0.4% |
| 7D | +1.7% | -25.5% | +27.2% | +3.4% |
| 30D | +11.5% | -49.0% | +60.5% | +16.1% |
| 3M | +10.8% | -49.8% | +60.6% | +15.3% |
| 6M | +22.3% | -64.8% | +87.0% | +29.3% |
| YTD | +39.5% | -27.6% | +67.1% | +39.1% |
| 1Y | +42.2% | -35.2% | +77.4% | +42.5% |
| 3Y | +83.1% | +137.1% | -54.1% | +59.0% |
| 5Y | +94.8% | +760.3% | -665.4% | +47.6% |
| 10Y | +212.9% | +938.8% | -725.9% | +117.0% |
| All | +4,638.2% | +1,638.7% | +2,999.5% | +2,491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling