+18.3%
MOD vs KEEL
+104.8%
-86.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -7.3% | +3.7% | -1.8% |
| 7D | -3.9% | +2.7% | -6.6% | -4.7% |
| 30D | -9.6% | +4.6% | -14.2% | -11.2% |
| 3M | -30.6% | -34.5% | +3.9% | -25.1% |
| 6M | -10.9% | +59.3% | -70.2% | -19.5% |
| YTD | +34.3% | +46.4% | -12.1% | +20.5% |
| 1Y | +18.3% | +96.6% | -78.2% | +2.9% |
| All | +18.3% | +104.8% | -86.4% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling