+80.8%
KR vs MOD
+832.8%
-752.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.9% | -9.4% | +0.7% |
| 7D | -0.5% | -13.9% | +13.4% | -0.8% |
| 30D | +10.3% | -41.5% | +51.9% | +9.2% |
| 3M | +20.7% | -45.7% | +66.4% | +19.3% |
| 6M | +4.9% | -61.1% | +66.0% | +3.4% |
| YTD | +10.7% | -20.5% | +31.2% | +8.6% |
| 1Y | +7.2% | -32.1% | +39.3% | +5.2% |
| 3Y | +65.7% | +146.5% | -80.8% | +50.4% |
| 5Y | +80.8% | +812.7% | -731.9% | +54.5% |
| All | +80.8% | +832.8% | -752.0% | +54.5% |
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