+753.4%
MOD vs KIM
+31.1%
+722.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +6.0% |
| 7D | -25.5% | +4.1% | -29.6% | -27.8% |
| 30D | -49.0% | +16.8% | -65.8% | -54.2% |
| 3M | -49.8% | +5.7% | -55.5% | -52.1% |
| 6M | -64.8% | +9.7% | -74.5% | -67.5% |
| YTD | -27.6% | +30.2% | -57.9% | -40.9% |
| 1Y | -35.2% | +32.1% | -67.3% | -47.7% |
| 3Y | +137.1% | +58.6% | +78.5% | +64.9% |
| All | +753.4% | +31.1% | +722.3% | +544.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling