+1,068.6%
MOD vs KIM
+3,330.6%
-2,262.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.0% | -6.3% | -6.7% |
| 7D | -34.2% | +5.0% | -39.1% | -36.4% |
| 30D | -51.9% | +15.8% | -67.6% | -56.4% |
| 3M | -53.0% | +4.3% | -57.3% | -54.8% |
| 6M | -66.4% | +11.4% | -77.7% | -69.1% |
| YTD | -31.5% | +30.8% | -62.3% | -43.0% |
| 1Y | -39.6% | +31.4% | -71.0% | -49.9% |
| 3Y | +116.8% | +57.7% | +59.2% | +59.9% |
| 5Y | +713.8% | +31.7% | +682.1% | +562.5% |
| 10Y | +882.7% | +67.4% | +815.3% | +506.1% |
| All | +1,068.6% | +3,330.6% | -2,262.0% | +185.1% |
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