+103.1%
KRE vs MOD
+1,005.7%
-902.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.9% | -8.1% | -0.6% |
| 7D | -0.4% | -13.9% | +13.6% | +2.1% |
| 30D | +6.4% | -41.5% | +48.0% | +18.9% |
| 3M | -3.1% | -45.7% | +42.7% | +9.3% |
| 6M | +6.4% | -61.1% | +67.5% | +27.1% |
| YTD | +15.3% | -20.5% | +35.8% | +12.1% |
| 1Y | +23.3% | -32.1% | +55.4% | +23.5% |
| 3Y | +93.6% | +146.5% | -52.8% | +22.0% |
| 5Y | +13.2% | +812.7% | -799.5% | -54.6% |
| 10Y | +103.1% | +966.8% | -863.7% | -34.3% |
| All | +103.1% | +1,005.7% | -902.6% | -34.3% |
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