+20.8%
MCD vs KIM
+34.6%
-13.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.6% | +0.1% | -1.8% | -1.7% |
| 30D | +14.1% | +14.1% | 0.0% | +10.4% |
| 3M | +0.6% | +6.0% | -5.4% | -0.9% |
| 6M | 0.0% | +13.2% | -13.2% | -3.1% |
| YTD | -9.3% | +30.4% | -39.6% | -15.2% |
| 1Y | -9.3% | +31.0% | -40.3% | -15.3% |
| 3Y | +8.6% | +67.6% | -59.0% | -5.4% |
| All | +20.8% | +34.6% | -13.8% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling