| Home | Current Predictions | Past Results by Quarter |
| 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% |