+146.7%
KRE vs MOD
+365.8%
-219.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.7% | -5.9% | -1.7% |
| 7D | +0.3% | -25.5% | +25.8% | +7.4% |
| 30D | +4.8% | -49.0% | +53.8% | +23.7% |
| 3M | -5.1% | -49.8% | +44.7% | +11.5% |
| 6M | +3.3% | -64.8% | +68.1% | +30.2% |
| YTD | +13.3% | -27.6% | +41.0% | +13.5% |
| 1Y | +22.9% | -35.2% | +58.1% | +25.3% |
| 3Y | +82.1% | +137.1% | -55.0% | +13.4% |
| 5Y | +11.0% | +760.3% | -749.3% | -56.3% |
| 10Y | +115.7% | +938.8% | -823.1% | -34.3% |
| All | +146.7% | +365.8% | -219.1% | -22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling