+17.2%
KMI vs MOD
-33.9%
+51.1%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.9% | -7.8% | +1.8% |
| 7D | -6.5% | -13.9% | +7.4% | -6.4% |
| 30D | -5.1% | -41.5% | +36.5% | -4.9% |
| 3M | 0.0% | -45.7% | +45.7% | +0.2% |
| 6M | -0.9% | -61.1% | +60.2% | -0.4% |
| YTD | +15.4% | -20.5% | +35.9% | +13.1% |
| All | +17.2% | -33.9% | +51.1% | +15.3% |
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 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