+178.1%
MCD vs KIM
+27.5%
+150.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -6.0% | -4.0% | -2.0% | -5.1% |
| 3M | -5.6% | +0.5% | -6.1% | -5.8% |
| 6M | -21.9% | +3.6% | -25.5% | -22.6% |
| YTD | -14.7% | +20.4% | -35.1% | -18.6% |
| 1Y | -17.3% | +9.7% | -27.0% | -19.3% |
| 3Y | -2.2% | +46.0% | -48.1% | -11.8% |
| 5Y | +20.3% | +34.4% | -14.2% | +8.9% |
| All | +178.1% | +27.5% | +150.6% | +124.8% |
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