+4,699.6%
KO vs MOD
+1,754.9%
+2,944.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.1% |
| 7D | +2.2% | -17.8% | +20.1% | +3.3% |
| 30D | +10.1% | -43.2% | +53.3% | +13.8% |
| 3M | +12.2% | -46.0% | +58.3% | +16.1% |
| 6M | +25.1% | -62.2% | +87.4% | +31.7% |
| YTD | +41.3% | -22.8% | +64.1% | +40.3% |
| 1Y | +41.1% | -35.5% | +76.6% | +41.4% |
| 3Y | +86.3% | +128.2% | -42.0% | +62.4% |
| 5Y | +97.8% | +791.6% | -693.8% | +49.5% |
| 10Y | +222.7% | +886.3% | -663.6% | +125.1% |
| All | +4,699.6% | +1,754.9% | +2,944.7% | +2,512.6% |
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