+7,389.9%
MCO vs KIM
+1,367.6%
+6,022.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +0.9% | -1.7% | +2.7% | +1.6% |
| 3M | +8.7% | -0.8% | +9.5% | +8.9% |
| 6M | +2.4% | +4.4% | -2.0% | +0.4% |
| YTD | -5.2% | +21.2% | -26.4% | -12.7% |
| 1Y | -4.4% | +10.5% | -14.9% | -8.8% |
| 3Y | +45.1% | +47.5% | -2.4% | +22.2% |
| 5Y | +31.5% | +37.1% | -5.6% | +12.9% |
| 10Y | +380.7% | +29.5% | +351.2% | +269.9% |
| All | +7,389.9% | +1,367.6% | +6,022.3% | +2,076.5% |
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 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