-17.3%
MCHP vs KIM
+34.6%
-51.9%
-63.8%
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% | -0.9% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | -13.4% | +14.1% | -27.5% | -21.0% |
| 3M | -20.1% | +6.0% | -26.1% | -23.4% |
| 6M | -35.5% | +13.2% | -48.8% | -41.8% |
| YTD | -1.6% | +30.4% | -31.9% | -20.3% |
| 1Y | +15.5% | +31.0% | -15.5% | -7.0% |
| 3Y | -13.2% | +67.6% | -80.8% | -42.2% |
| All | -17.3% | +34.6% | -51.9% | -34.6% |
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 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