+211.7%
MCD vs KIM
+64.5%
+147.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +7.1% | +4.1% | +3.1% | +6.1% |
| 30D | +19.8% | +16.8% | +3.0% | +15.4% |
| 3M | +0.8% | +5.7% | -4.9% | -0.5% |
| 6M | -1.3% | +9.7% | -11.0% | -3.5% |
| YTD | -7.8% | +30.2% | -38.0% | -13.6% |
| 1Y | -5.0% | +32.1% | -37.1% | -11.2% |
| 3Y | +10.5% | +58.6% | -48.0% | -2.2% |
| 5Y | +22.0% | +31.2% | -9.2% | +11.4% |
| All | +211.7% | +64.5% | +147.2% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling