+4,235.9%
KO vs MOD
+3,565.2%
+670.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -1.1% |
| 7D | -1.8% | +9.6% | -11.4% | -2.4% |
| 30D | +1.4% | 0.0% | +1.4% | +1.3% |
| 3M | +15.4% | -35.4% | +50.8% | +18.2% |
| 6M | +14.3% | -7.3% | +21.5% | +13.4% |
| YTD | +27.7% | +45.8% | -18.1% | +22.2% |
| 1Y | +32.7% | +43.1% | -10.4% | +26.5% |
| 3Y | +62.2% | +297.7% | -235.5% | +36.9% |
| 5Y | +80.0% | +1,478.8% | -1,398.8% | +31.8% |
| 10Y | +175.6% | +1,633.4% | -1,457.8% | +86.2% |
| All | +4,235.9% | +3,565.2% | +670.7% | +2,169.4% |
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