+146.4%
KMI vs MOD
+1,086.9%
-940.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +27.9% | -28.1% | -2.7% |
| 7D | +6.5% | +40.4% | -33.9% | +3.0% |
| 30D | -3.4% | -14.0% | +10.6% | -2.8% |
| 3M | +0.4% | -33.3% | +33.7% | +3.1% |
| 6M | -0.9% | -51.4% | +50.5% | +4.0% |
| YTD | +20.5% | +1.6% | +18.9% | +15.4% |
| 1Y | +23.2% | +5.4% | +17.8% | +16.9% |
| 3Y | +121.6% | +191.0% | -69.4% | +81.7% |
| All | +146.4% | +1,086.9% | -940.4% | +72.7% |
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