+31.8%
MCK vs KIM
+9.1%
+22.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.1% | -1.1% |
| 7D | +1.7% | -0.8% | +2.5% | +2.0% |
| 30D | +3.6% | -5.1% | +8.7% | +5.0% |
| 3M | +20.1% | -0.6% | +20.7% | +20.5% |
| 6M | -7.0% | +2.4% | -9.4% | -7.2% |
| YTD | +11.0% | +19.0% | -8.0% | +7.5% |
| 1Y | +31.8% | +8.4% | +23.4% | +34.8% |
| All | +31.8% | +9.1% | +22.7% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling