+16.6%
KRE vs MOD
+45.0%
-28.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | +0.2% |
| 7D | +1.3% | +9.6% | -8.3% | +0.5% |
| 30D | -2.7% | 0.0% | -2.7% | -2.8% |
| 3M | +8.2% | -35.4% | +43.6% | +12.3% |
| 6M | +12.8% | -7.3% | +20.1% | +10.9% |
| YTD | +17.5% | +45.8% | -28.3% | +9.2% |
| 1Y | +16.6% | +43.1% | -26.6% | +7.6% |
| All | +16.6% | +45.0% | -28.4% | +7.6% |
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