+9.3%
KR vs MOD
-33.2%
+42.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.7% |
| 7D | +0.8% | +8.2% | -7.5% | +1.9% |
| 30D | +11.1% | -38.2% | +49.2% | +5.6% |
| 3M | +24.4% | -46.2% | +70.6% | +16.7% |
| 6M | +8.5% | -62.5% | +71.1% | -0.8% |
| YTD | +13.1% | -20.1% | +33.2% | +7.6% |
| 1Y | +9.3% | -29.7% | +39.0% | +3.0% |
| All | +9.3% | -33.2% | +42.5% | +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