+38.7%
KMB vs MOD
+1,005.7%
-967.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.9% | -6.6% | +3.2% |
| 7D | +3.4% | -13.9% | +17.3% | +3.5% |
| 30D | +14.7% | -41.5% | +56.2% | +15.1% |
| 3M | +3.3% | -45.7% | +49.0% | +3.7% |
| 6M | +16.8% | -61.1% | +77.9% | +17.6% |
| YTD | +15.2% | -20.5% | +35.7% | +14.7% |
| 1Y | +13.3% | -32.1% | +45.4% | +13.0% |
| 3Y | +5.4% | +146.5% | -141.0% | +0.5% |
| 5Y | +2.7% | +812.7% | -810.0% | -7.3% |
| 10Y | +38.7% | +966.8% | -928.2% | +24.7% |
| All | +38.7% | +1,005.7% | -967.1% | +24.7% |
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