+906.4%
MOD vs KIM
+64.5%
+841.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.9% |
| 7D | -25.5% | +4.1% | -29.6% | -27.5% |
| 30D | -49.0% | +16.8% | -65.8% | -53.4% |
| 3M | -49.8% | +5.7% | -55.5% | -51.8% |
| 6M | -64.8% | +9.7% | -74.5% | -67.1% |
| YTD | -27.6% | +30.2% | -57.9% | -38.3% |
| 1Y | -35.2% | +32.1% | -67.3% | -45.2% |
| 3Y | +137.1% | +58.6% | +78.5% | +80.9% |
| 5Y | +760.3% | +31.2% | +729.1% | +619.2% |
| All | +906.4% | +64.5% | +841.9% | +571.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling