+4.4%
MCHP vs KIM
+37.3%
-32.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | +0.3% | -1.0% | +1.3% | +1.0% |
| 30D | -9.8% | -1.1% | -8.7% | -9.2% |
| 3M | -19.7% | -5.3% | -14.4% | -17.5% |
| 6M | +13.6% | +3.9% | +9.6% | +9.0% |
| YTD | +16.5% | +20.3% | -3.7% | +0.3% |
| 1Y | +15.7% | +10.4% | +5.2% | +5.7% |
| 3Y | 0.0% | +46.3% | -46.4% | -25.9% |
| 5Y | +4.4% | +37.6% | -33.2% | -14.5% |
| All | +4.4% | +37.3% | -32.9% | -14.5% |
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