+122.2%
KMI vs MOD
+135.8%
-13.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.4% |
| 7D | +6.0% | +16.1% | -10.1% | +4.6% |
| 30D | -3.4% | -38.5% | +35.1% | +0.1% |
| 3M | +1.8% | -46.8% | +48.6% | +6.4% |
| 6M | +0.4% | -61.6% | +62.0% | +7.3% |
| YTD | +20.8% | -20.5% | +41.4% | +17.8% |
| 1Y | +23.0% | -28.0% | +51.0% | +20.6% |
| All | +122.2% | +135.8% | -13.5% | +89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling