+950.5%
MOD vs KEEL
+115.5%
+835.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +0.1% |
| 7D | +16.1% | +18.2% | -2.1% | +13.9% |
| 30D | -38.5% | -32.1% | -6.5% | -35.8% |
| 3M | -46.8% | -44.9% | -1.9% | -43.4% |
| 6M | -61.6% | -52.1% | -9.5% | -58.7% |
| YTD | -20.5% | -17.0% | -3.5% | -20.1% |
| 1Y | -28.0% | -38.5% | +10.5% | -25.8% |
| 3Y | +134.9% | +62.5% | +72.4% | +113.4% |
| 5Y | +833.2% | -77.3% | +910.4% | +776.5% |
| All | +950.5% | +115.5% | +835.0% | +773.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling