-19.5%
MDT vs KIM
+37.3%
-56.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -0.3% | -1.0% | +0.6% | 0.0% |
| 30D | +2.8% | -1.1% | +3.9% | +3.1% |
| 3M | +13.1% | -5.3% | +18.4% | +15.2% |
| 6M | +2.3% | +3.9% | -1.6% | +1.0% |
| YTD | -2.7% | +20.3% | -23.0% | -8.8% |
| 1Y | +0.9% | +10.4% | -9.6% | -2.7% |
| 3Y | +26.8% | +46.3% | -19.5% | +9.7% |
| 5Y | -19.5% | +37.6% | -57.0% | -28.8% |
| All | -19.5% | +37.3% | -56.8% | -28.8% |
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