+6,063.8%
MCD vs KIM
+3,058.9%
+3,004.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | -5.6% | +0.5% | -6.1% | -5.7% |
| 6M | -21.9% | +3.6% | -25.5% | -22.5% |
| YTD | -14.7% | +20.4% | -35.1% | -17.8% |
| 1Y | -17.3% | +9.7% | -27.0% | -18.9% |
| 3Y | -2.2% | +46.0% | -48.1% | -10.0% |
| 5Y | +20.3% | +34.4% | -14.2% | +11.1% |
| 10Y | +180.7% | +29.3% | +151.4% | +144.5% |
| All | +6,063.8% | +3,058.9% | +3,004.9% | +3,416.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling