+6,702.1%
MCD vs KIM
+3,337.3%
+3,364.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +7.3% | +2.8% | +4.5% | +6.7% |
| 30D | +20.0% | +15.9% | +4.1% | +16.6% |
| 3M | +3.8% | +7.8% | -4.0% | +2.4% |
| 6M | +3.8% | +11.9% | -8.1% | +1.5% |
| YTD | -5.9% | +31.0% | -36.9% | -10.8% |
| 1Y | -3.2% | +32.3% | -35.6% | -8.5% |
| 3Y | +13.3% | +65.5% | -52.2% | +1.8% |
| 5Y | +25.2% | +37.2% | -12.0% | +15.4% |
| 10Y | +213.3% | +63.9% | +149.4% | +161.6% |
| All | +6,702.1% | +3,337.3% | +3,364.8% | +3,718.9% |
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 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