+6,923.6%
MCK vs KIM
+1,337.3%
+5,586.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.9% | -1.7% | -1.2% | -2.6% |
| 30D | +0.4% | -3.0% | +3.4% | +1.1% |
| 3M | +12.1% | -8.9% | +21.0% | +14.3% |
| 6M | -5.4% | +2.4% | -7.8% | -6.0% |
| YTD | +7.8% | +18.3% | -10.6% | +3.8% |
| 1Y | +22.9% | +8.2% | +14.8% | +20.6% |
| 3Y | +110.7% | +44.0% | +66.7% | +91.5% |
| 5Y | +346.2% | +37.3% | +308.8% | +303.9% |
| 10Y | +440.1% | +32.3% | +407.8% | +359.7% |
| All | +6,923.6% | +1,337.3% | +5,586.3% | +2,629.3% |
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