+147.5%
KR vs MOD
+822.6%
-675.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +0.5% | +16.1% | -15.5% | +0.5% |
| 30D | +14.9% | -38.5% | +53.5% | +15.3% |
| 3M | +25.4% | -46.8% | +72.2% | +25.9% |
| 6M | +9.3% | -61.6% | +70.9% | +10.1% |
| YTD | +13.7% | -20.5% | +34.2% | +12.2% |
| 1Y | +9.2% | -28.0% | +37.2% | +7.9% |
| 3Y | +70.1% | +134.9% | -64.9% | +57.2% |
| 5Y | +82.5% | +833.2% | -750.7% | +55.4% |
| All | +147.5% | +822.6% | -675.1% | +102.0% |
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