+1,827.3%
MOD vs KEEL
+283.4%
+1,543.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +3.9% |
| 7D | +9.6% | +7.8% | +1.8% | +8.7% |
| 30D | 0.0% | -11.7% | +11.7% | +1.1% |
| 3M | -35.4% | -41.5% | +6.1% | -32.1% |
| 6M | -7.3% | +54.9% | -62.2% | -12.0% |
| YTD | +45.8% | +47.7% | -1.9% | +37.6% |
| 1Y | +43.1% | +177.6% | -134.5% | +25.6% |
| 3Y | +297.7% | +164.9% | +132.8% | +240.4% |
| 5Y | +1,478.8% | -45.9% | +1,524.6% | +1,274.9% |
| All | +1,827.3% | +283.4% | +1,543.9% | +1,406.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling