-18.0%
KVUE vs MOD
+521.5%
-539.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.9% | -17.0% | +36.9% | +19.3% |
| 7D | +19.9% | -17.0% | +36.9% | +19.3% |
| 30D | +19.9% | -17.0% | +36.9% | +19.3% |
| 3M | +19.9% | -17.0% | +36.9% | +19.3% |
| 6M | +19.9% | -17.0% | +36.9% | +19.3% |
| YTD | +19.9% | -17.0% | +36.9% | +19.3% |
| 1Y | +42.1% | -15.3% | +57.4% | +41.4% |
| 3Y | +17.3% | +228.6% | -211.2% | +11.5% |
| All | -18.0% | +521.5% | -539.4% | -22.9% |
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