-3.9%
MCD vs KIM
+33.1%
-37.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +3.0% | +4.7% |
| 7D | +11.9% | +10.6% | +1.3% | +6.9% |
| 30D | +20.2% | +17.5% | +2.8% | +11.9% |
| 3M | +5.2% | +4.7% | +0.5% | +2.3% |
| 6M | 0.0% | +13.1% | -13.1% | -5.8% |
| YTD | -6.5% | +32.1% | -38.6% | -18.4% |
| 1Y | -3.9% | +32.7% | -36.6% | -16.4% |
| All | -3.9% | +33.1% | -37.1% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling