+2,489.9%
MOD vs KIM
+3,058.9%
-569.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | -35.4% | +0.5% | -35.9% | -36.2% |
| 6M | -7.3% | +3.6% | -10.9% | -10.0% |
| YTD | +45.8% | +20.4% | +25.4% | +29.3% |
| 1Y | +43.1% | +9.7% | +33.4% | +33.9% |
| 3Y | +297.7% | +46.0% | +251.7% | +211.1% |
| 5Y | +1,478.8% | +34.4% | +1,444.3% | +1,185.8% |
| 10Y | +1,633.4% | +29.3% | +1,604.1% | +1,166.8% |
| All | +2,489.9% | +3,058.9% | -569.0% | +572.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling