+309.8%
MOD vs KEEL
+193.7%
+116.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -3.0% |
| 7D | +6.3% | +21.5% | -15.2% | +1.4% |
| 30D | -1.7% | -3.9% | +2.2% | -1.6% |
| 3M | -30.1% | -34.1% | +4.0% | -24.6% |
| 6M | +2.7% | +82.8% | -80.1% | -12.7% |
| YTD | +44.1% | +58.7% | -14.7% | +23.4% |
| 1Y | +38.7% | +191.4% | -152.7% | -1.9% |
| 3Y | +309.8% | +205.7% | +104.0% | +172.7% |
| All | +309.8% | +193.7% | +116.1% | +172.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling