+43.1%
MOD vs KIM
+9.1%
+34.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.5% |
| 7D | +9.6% | -0.8% | +10.3% | +9.7% |
| 30D | 0.0% | -5.1% | +5.1% | +0.7% |
| 3M | -35.4% | -0.6% | -34.7% | -36.7% |
| 6M | -7.3% | +2.4% | -9.7% | -10.6% |
| YTD | +45.8% | +19.0% | +26.8% | +30.2% |
| 1Y | +43.1% | +8.4% | +34.7% | +31.3% |
| All | +43.1% | +9.1% | +34.0% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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