+10.6%
KR vs MOD
-33.0%
+43.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -21.4% | +24.7% | +0.5% |
| 7D | +6.1% | -31.3% | +37.4% | +1.6% |
| 30D | +17.3% | -46.1% | +63.5% | +9.7% |
| 3M | +20.2% | -51.1% | +71.3% | +11.4% |
| 6M | +3.3% | -62.1% | +65.4% | -5.9% |
| YTD | +12.3% | -26.2% | +38.5% | +5.6% |
| 1Y | +10.6% | -32.6% | +43.2% | +3.0% |
| All | +10.6% | -33.0% | +43.6% | +3.0% |
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