-21.9%
KVUE vs MOD
+821.2%
-843.1%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | -1.9% | +6.3% | -8.2% | -1.9% |
| 30D | -3.3% | -1.7% | -1.6% | -3.3% |
| 3M | +6.0% | -30.1% | +36.1% | +5.9% |
| 6M | +2.3% | +2.7% | -0.4% | +2.0% |
| YTD | +10.3% | +44.1% | -33.7% | +10.2% |
| 1Y | +4.6% | +38.7% | -34.1% | +4.4% |
| 3Y | -2.2% | +309.8% | -312.0% | -6.5% |
| All | -21.9% | +821.2% | -843.1% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling