+25.6%
KMI vs MOD
+40.7%
-15.1%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.9% |
| 7D | -0.4% | +6.3% | -6.7% | -0.4% |
| 30D | +3.7% | -1.7% | +5.3% | +3.7% |
| 3M | +3.2% | -30.1% | +33.3% | +3.5% |
| 6M | -3.0% | +2.7% | -5.7% | -4.0% |
| YTD | +19.7% | +44.1% | -24.4% | +16.5% |
| 1Y | +25.6% | +38.7% | -13.1% | +22.4% |
| All | +25.6% | +40.7% | -15.1% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling