+16.9%
KMB vs MOD
+1,642.7%
-1,625.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.7% |
| 7D | -3.0% | +9.6% | -12.6% | -3.1% |
| 30D | -5.5% | 0.0% | -5.5% | -5.5% |
| 3M | +14.0% | -35.4% | +49.4% | +14.5% |
| 6M | +4.1% | -7.3% | +11.4% | +3.8% |
| YTD | +8.0% | +45.8% | -37.8% | +7.1% |
| 1Y | -13.7% | +43.1% | -56.9% | -14.6% |
| 3Y | -5.9% | +297.7% | -303.6% | -10.5% |
| 5Y | -8.6% | +1,478.8% | -1,487.4% | -18.0% |
| All | +16.9% | +1,642.7% | -1,625.8% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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