+109.7%
KRE vs MOD
+911.6%
-801.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -1.5% |
| 7D | +0.3% | -25.5% | +25.8% | +6.4% |
| 30D | +4.8% | -49.0% | +53.8% | +21.0% |
| 3M | -5.1% | -49.8% | +44.7% | +9.2% |
| 6M | +3.3% | -64.8% | +68.1% | +26.5% |
| YTD | +13.3% | -27.6% | +41.0% | +12.7% |
| 1Y | +22.9% | -35.2% | +58.1% | +24.3% |
| 3Y | +82.1% | +137.1% | -55.0% | +15.3% |
| 5Y | +11.0% | +760.3% | -749.3% | -55.0% |
| All | +109.7% | +911.6% | -801.9% | -32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling