+156.3%
KR vs MOD
+920.5%
-764.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +0.9% |
| 7D | +2.7% | -17.8% | +20.5% | +2.8% |
| 30D | +11.3% | -43.2% | +54.5% | +11.7% |
| 3M | +22.3% | -46.0% | +68.3% | +22.8% |
| 6M | +5.8% | -62.2% | +68.0% | +6.5% |
| YTD | +11.7% | -22.8% | +34.5% | +10.2% |
| 1Y | +8.9% | -35.5% | +44.3% | +7.8% |
| 3Y | +67.1% | +128.2% | -61.1% | +54.2% |
| 5Y | +80.0% | +791.6% | -711.6% | +53.0% |
| 10Y | +156.3% | +886.3% | -730.0% | +103.0% |
| All | +156.3% | +920.5% | -764.2% | +103.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling