+120.8%
KR vs MOD
+1,486.8%
-1,366.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -1.3% |
| 7D | -3.1% | +3.6% | -6.7% | -3.1% |
| 30D | +0.6% | -2.6% | +3.3% | +0.6% |
| 3M | -9.8% | -33.1% | +23.4% | -9.4% |
| 6M | -22.1% | -7.5% | -14.6% | -22.5% |
| YTD | -8.1% | +39.3% | -47.4% | -9.6% |
| 1Y | -14.7% | +34.3% | -48.9% | -16.2% |
| 3Y | +28.6% | +296.2% | -267.6% | +18.3% |
| 5Y | +36.4% | +1,504.6% | -1,468.2% | +15.5% |
| 10Y | +120.8% | +1,511.5% | -1,390.8% | +79.1% |
| All | +120.8% | +1,486.8% | -1,366.0% | +79.1% |
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 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