-8.9%
KVUE vs MOD
+290.9%
-299.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.2% | -3.5% |
| 7D | -7.2% | +3.6% | -10.8% | -7.2% |
| 30D | -5.7% | -2.6% | -3.0% | -5.7% |
| 3M | +0.2% | -33.1% | +33.3% | +0.1% |
| 6M | 0.0% | -7.5% | +7.5% | -0.3% |
| YTD | +6.5% | +39.3% | -32.8% | +6.4% |
| 1Y | -1.4% | +34.3% | -35.7% | -1.5% |
| All | -8.9% | +290.9% | -299.8% | -18.2% |
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