+8.9%
KR vs MOD
-35.8%
+44.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +0.5% |
| 7D | +2.7% | -17.8% | +20.5% | +0.6% |
| 30D | +11.3% | -43.2% | +54.5% | +4.7% |
| 3M | +22.3% | -46.0% | +68.3% | +14.8% |
| 6M | +5.8% | -62.2% | +68.0% | -3.4% |
| YTD | +11.7% | -22.8% | +34.5% | +5.9% |
| 1Y | +8.9% | -35.5% | +44.3% | +2.0% |
| All | +8.9% | -35.8% | +44.7% | +2.0% |
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