-15.4%
MDLN vs KIM
+22.3%
-37.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.5% |
| 7D | -1.2% | -0.3% | -0.9% | -1.0% |
| 30D | -1.5% | -1.7% | +0.2% | -0.6% |
| 3M | +2.6% | -0.8% | +3.5% | +3.3% |
| 6M | -20.9% | +4.4% | -25.3% | -22.3% |
| YTD | -17.4% | +21.2% | -38.6% | -25.7% |
| All | -15.4% | +22.3% | -37.7% | -23.3% |
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