+154.7%
KMI vs MOD
+1,486.5%
-1,331.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.0% |
| 7D | -0.5% | +9.6% | -10.1% | -1.4% |
| 30D | +0.9% | 0.0% | +0.9% | +0.8% |
| 3M | 0.0% | -35.4% | +35.4% | +3.7% |
| 6M | -5.7% | -7.3% | +1.6% | -6.7% |
| YTD | +17.5% | +45.8% | -28.3% | +9.7% |
| 1Y | +22.3% | +43.1% | -20.9% | +13.4% |
| 3Y | +111.9% | +297.7% | -185.7% | +68.2% |
| All | +154.7% | +1,486.5% | -1,331.8% | +67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling