+16.2%
KRE vs MOD
+40.7%
-24.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +2.3% | +6.3% | -4.0% | +1.8% |
| 30D | -2.5% | -1.7% | -0.8% | -2.4% |
| 3M | +6.2% | -30.1% | +36.3% | +9.2% |
| 6M | +15.8% | +2.7% | +13.1% | +12.4% |
| YTD | +16.0% | +44.1% | -28.1% | +8.0% |
| 1Y | +16.2% | +38.7% | -22.6% | +7.4% |
| All | +16.2% | +40.7% | -24.5% | +7.4% |
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