+372.6%
MCO vs KIM
+33.1%
+339.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | -7.3% | -1.5% | -5.8% | -6.9% |
| 30D | -1.7% | -1.7% | 0.0% | -1.2% |
| 3M | +3.9% | -7.1% | +11.1% | +6.3% |
| 6M | +3.8% | +2.9% | +0.9% | +2.7% |
| YTD | -7.9% | +18.8% | -26.7% | -13.2% |
| 1Y | -6.8% | +9.4% | -16.3% | -9.9% |
| 3Y | +40.9% | +44.6% | -3.6% | +24.4% |
| 5Y | +27.5% | +37.9% | -10.4% | +14.0% |
| All | +372.6% | +33.1% | +339.5% | +270.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling