+65.7%
KR vs MOD
+148.6%
-82.9%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.9% | -9.4% | +1.2% |
| 7D | -0.5% | -13.9% | +13.4% | -1.3% |
| 30D | +10.3% | -41.5% | +51.9% | +7.0% |
| 3M | +20.7% | -45.7% | +66.4% | +16.8% |
| 6M | +4.9% | -61.1% | +66.0% | +0.2% |
| YTD | +10.7% | -20.5% | +31.2% | +8.7% |
| 1Y | +7.2% | -32.1% | +39.3% | +4.7% |
| 3Y | +65.7% | +146.5% | -80.8% | +59.2% |
| All | +65.7% | +148.6% | -82.9% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling