+111.8%
KMI vs MOD
+1,178.1%
-1,066.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -1.3% |
| 7D | -0.5% | +9.6% | -10.1% | -1.9% |
| 30D | +0.9% | 0.0% | +0.9% | +0.7% |
| 3M | 0.0% | -35.4% | +35.4% | +5.7% |
| 6M | -5.7% | -7.3% | +1.6% | -7.1% |
| YTD | +17.5% | +45.8% | -28.3% | +6.6% |
| 1Y | +22.3% | +43.1% | -20.9% | +9.9% |
| 3Y | +111.9% | +297.7% | -185.7% | +49.4% |
| 5Y | +151.8% | +1,478.8% | -1,326.9% | +31.1% |
| 10Y | +138.7% | +1,633.4% | -1,494.7% | +3.3% |
| All | +111.8% | +1,178.1% | -1,066.3% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling