+1,504.6%
MOD vs KEEL
-39.1%
+1,543.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +3.6% | +19.3% | -15.7% | +0.1% |
| 30D | -2.6% | +9.1% | -11.8% | -4.8% |
| 3M | -33.1% | -31.5% | -1.6% | -29.3% |
| 6M | -7.5% | +75.8% | -83.3% | -18.3% |
| YTD | +39.3% | +57.9% | -18.6% | +23.3% |
| 1Y | +34.3% | +133.3% | -99.1% | +7.7% |
| 3Y | +296.2% | +204.1% | +92.1% | +181.6% |
| 5Y | +1,504.6% | -37.5% | +1,542.1% | +1,122.3% |
| All | +1,504.6% | -39.1% | +1,543.6% | +1,122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling