+42,373.9%
MCHP vs KIM
+1,735.6%
+40,638.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +1.7% | +0.4% | +1.3% | +1.5% |
| 30D | -4.1% | -4.0% | -0.1% | -2.8% |
| 3M | -22.5% | +0.5% | -23.1% | -23.1% |
| 6M | +7.3% | +3.6% | +3.7% | +5.5% |
| YTD | +18.4% | +20.4% | -2.0% | +10.4% |
| 1Y | +18.1% | +9.7% | +8.4% | +13.6% |
| 3Y | -2.8% | +46.0% | -48.8% | -14.7% |
| 5Y | +5.5% | +34.4% | -29.0% | -4.5% |
| 10Y | +185.8% | +29.3% | +156.5% | +141.0% |
| All | +42,373.9% | +1,735.6% | +40,638.2% | +15,234.7% |
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