+90.9%
KRE vs MOD
+137.0%
-46.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | -1.6% | +8.2% | -9.8% | -2.8% |
| 30D | +4.9% | -38.2% | +43.0% | +11.4% |
| 3M | -4.5% | -46.2% | +41.7% | +3.1% |
| 6M | +7.7% | -62.5% | +70.2% | +21.5% |
| YTD | +14.5% | -20.1% | +34.6% | +10.9% |
| 1Y | +21.5% | -29.7% | +51.2% | +19.7% |
| All | +90.9% | +137.0% | -46.1% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling