+810.7%
MOD vs KIM
+63.0%
+747.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +16.1% | -0.7% | +16.8% | +16.5% |
| 30D | -38.5% | +13.4% | -51.9% | -43.0% |
| 3M | -46.8% | +6.5% | -53.4% | -49.1% |
| 6M | -61.6% | +10.6% | -72.2% | -64.3% |
| YTD | -20.5% | +29.9% | -50.5% | -32.2% |
| 1Y | -28.0% | +29.6% | -57.6% | -38.5% |
| 3Y | +134.9% | +64.1% | +70.9% | +76.3% |
| 5Y | +833.2% | +35.3% | +797.9% | +669.5% |
| All | +810.7% | +63.0% | +747.7% | +513.2% |
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