Home Current Predictions Past Results by Quarter



Raw Returns by Quarter

(i.e. Not Risk Adjusted)

Real Time Model Performance: January 2003 through January 2005
Quarter Kalman Filter Return Wilshire 5000 Return Difference
(Kalman−Wilshire)
2003:Q1 −2.80% −5.33% 2.53%
2003:Q2 19.60% 15.57% 4.03%
2003:Q3 8.35% 4.25% 4.10%
2003:Q4 13.00% 8.87% 4.13%
2004:Q1 6.97% 3.06% 3.91%
2004:Q2 −0.71% −0.75% 0.03%
2004:Q3 0.46% 0.31% 0.15%
2004:Q4 8.92% 7.20% 1.72%




Compounded Return to Date 65.41% 36.66% 28.75%

Performance Graph