+139.6%
KMI vs MOD
+1,005.7%
-866.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.9% | -7.8% | +0.7% |
| 7D | -6.5% | -13.9% | +7.4% | -5.0% |
| 30D | -5.1% | -41.5% | +36.5% | +1.4% |
| 3M | 0.0% | -45.7% | +45.7% | +7.4% |
| 6M | -0.9% | -61.1% | +60.2% | +10.0% |
| YTD | +15.4% | -20.5% | +35.9% | +13.5% |
| 1Y | +19.5% | -32.1% | +51.6% | +19.6% |
| 3Y | +116.3% | +146.5% | -30.2% | +66.3% |
| 5Y | +136.6% | +812.7% | -676.2% | +38.0% |
| 10Y | +139.6% | +966.8% | -827.3% | +32.3% |
| All | +139.6% | +1,005.7% | -866.2% | +32.3% |
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