+199.5%
MCHP vs KIM
+32.5%
+166.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | 0.0% | -1.7% | +1.8% | +0.8% |
| 30D | -6.0% | -3.0% | -3.1% | -4.9% |
| 3M | -19.7% | -8.9% | -10.8% | -16.8% |
| 6M | +14.0% | +2.4% | +11.7% | +12.0% |
| YTD | +18.4% | +18.3% | +0.1% | +8.8% |
| 1Y | +17.1% | +8.2% | +8.9% | +11.9% |
| 3Y | +0.7% | +44.0% | -43.3% | -14.8% |
| 5Y | +5.1% | +37.3% | -32.2% | -8.7% |
| All | +199.5% | +32.5% | +166.9% | +110.2% |
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