-21.0%
MDLN vs KIM
+19.9%
-40.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -4.2% |
| 7D | -11.5% | -1.5% | -10.0% | -10.7% |
| 30D | -7.6% | -1.7% | -5.9% | -6.7% |
| 3M | -11.4% | -7.1% | -4.2% | -7.9% |
| 6M | -24.5% | +2.9% | -27.3% | -25.2% |
| YTD | -22.9% | +18.8% | -41.7% | -29.9% |
| All | -21.0% | +19.9% | -40.9% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling