+1,674.9%
MOD vs KEEL
+280.1%
+1,394.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.3% | +3.7% | -2.8% |
| 7D | -3.9% | +2.7% | -6.6% | -4.3% |
| 30D | -9.6% | +4.6% | -14.2% | -10.3% |
| 3M | -30.6% | -34.5% | +3.9% | -27.9% |
| 6M | -10.9% | +59.3% | -70.2% | -15.8% |
| YTD | +34.3% | +46.4% | -12.1% | +26.8% |
| 1Y | +18.3% | +96.6% | -78.2% | +7.4% |
| 3Y | +281.9% | +182.0% | +99.9% | +225.7% |
| 5Y | +1,486.4% | -38.2% | +1,524.6% | +1,276.4% |
| All | +1,674.9% | +280.1% | +1,394.7% | +1,287.8% |
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