+1,881.2%
KMB vs MOD
+1,544.7%
+336.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.3% | +8.8% | +2.0% |
| 7D | +0.4% | -34.2% | +34.6% | +2.6% |
| 30D | +14.1% | -51.9% | +66.0% | +18.7% |
| 3M | -0.5% | -53.0% | +52.5% | +3.4% |
| 6M | +16.6% | -66.4% | +82.9% | +22.9% |
| YTD | +13.7% | -31.5% | +45.3% | +14.0% |
| 1Y | +16.1% | -39.6% | +55.6% | +17.0% |
| 3Y | +4.7% | +116.8% | -112.1% | -6.5% |
| 5Y | +1.5% | +713.8% | -712.3% | -19.5% |
| 10Y | +40.5% | +882.7% | -842.2% | +2.1% |
| All | +1,881.2% | +1,544.7% | +336.4% | +964.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling