+21.5%
KRE vs MOD
-33.2%
+54.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.4% |
| 7D | -1.6% | +8.2% | -9.8% | -2.1% |
| 30D | +4.9% | -38.2% | +43.0% | +7.7% |
| 3M | -4.5% | -46.2% | +41.7% | -1.0% |
| 6M | +7.7% | -62.5% | +70.2% | +14.3% |
| YTD | +14.5% | -20.1% | +34.6% | +10.9% |
| 1Y | +21.5% | -29.7% | +51.2% | +18.5% |
| All | +21.5% | -33.2% | +54.7% | +18.5% |
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 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