+41.1%
KR vs MOD
+1,537.2%
-1,496.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | +0.2% |
| 7D | +1.5% | +9.6% | -8.1% | +1.6% |
| 30D | +4.1% | 0.0% | +4.1% | +4.1% |
| 3M | -5.2% | -35.4% | +30.2% | -5.5% |
| 6M | -12.8% | -7.3% | -5.5% | -13.1% |
| YTD | -4.6% | +45.8% | -50.4% | -5.4% |
| 1Y | -11.7% | +43.1% | -54.8% | -12.6% |
| 3Y | +36.3% | +297.7% | -261.4% | +25.6% |
| All | +41.1% | +1,537.2% | -1,496.1% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling