+1,530.3%
MOD vs KIM
+34.4%
+1,495.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | +9.6% | +0.4% | +9.2% | +9.3% |
| 30D | 0.0% | -4.0% | +4.0% | +2.6% |
| 3M | -35.4% | +0.5% | -35.9% | -36.4% |
| 6M | -7.3% | +3.6% | -10.9% | -10.6% |
| YTD | +45.8% | +20.4% | +25.4% | +26.8% |
| 1Y | +43.1% | +9.7% | +33.4% | +32.4% |
| 3Y | +297.7% | +46.0% | +251.7% | +197.2% |
| All | +1,530.3% | +34.4% | +1,495.9% | +1,145.8% |
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 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