-16.2%
MCD vs KIM
+9.7%
-25.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -6.0% | -4.0% | -2.0% | -4.7% |
| 3M | -5.6% | +0.5% | -6.1% | -5.9% |
| 6M | -21.9% | +3.6% | -25.5% | -22.9% |
| YTD | -14.7% | +20.4% | -35.1% | -21.2% |
| All | -16.2% | +9.7% | -25.9% | -21.9% |
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