+70.1%
MDT vs KIM
+63.6%
+6.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +9.2% | +14.1% | -5.0% | +4.9% |
| 3M | +14.5% | +6.0% | +8.5% | +12.5% |
| 6M | +37.3% | +13.2% | +24.1% | +32.2% |
| YTD | +9.8% | +30.4% | -20.6% | +1.1% |
| 1Y | +10.5% | +31.0% | -20.5% | +1.5% |
| 3Y | +57.4% | +67.6% | -10.2% | +32.7% |
| 5Y | +1.2% | +35.8% | -34.6% | -10.3% |
| All | +70.1% | +63.6% | +6.5% | +11.6% |
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