+154.6%
KR vs MOD
+915.9%
-761.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.3% |
| 7D | +0.8% | +8.2% | -7.5% | +0.7% |
| 30D | +11.1% | -38.2% | +49.2% | +11.4% |
| 3M | +24.4% | -46.2% | +70.6% | +24.9% |
| 6M | +8.5% | -62.5% | +71.1% | +9.4% |
| YTD | +13.1% | -20.1% | +33.2% | +11.7% |
| 1Y | +9.3% | -29.7% | +39.0% | +8.1% |
| 3Y | +69.3% | +136.2% | -66.9% | +56.4% |
| 5Y | +83.2% | +820.4% | -737.1% | +56.0% |
| 10Y | +154.6% | +839.8% | -685.3% | +105.4% |
| All | +154.6% | +915.9% | -761.3% | +105.4% |
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 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