+1,064.5%
MOD vs KIM
+63.6%
+1,000.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.4% | +27.5% | +27.7% |
| 7D | +40.4% | +0.1% | +40.3% | +40.5% |
| 30D | -14.0% | +14.1% | -28.1% | -20.4% |
| 3M | -33.3% | +6.0% | -39.3% | -36.0% |
| 6M | -51.4% | +13.2% | -64.7% | -55.3% |
| YTD | +1.6% | +30.4% | -28.8% | -13.4% |
| 1Y | +5.4% | +31.0% | -25.6% | -10.5% |
| 3Y | +191.0% | +67.6% | +123.4% | +116.1% |
| 5Y | +1,093.1% | +35.8% | +1,057.4% | +882.5% |
| All | +1,064.5% | +63.6% | +1,000.9% | +683.0% |
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