-0.3%
MDT vs KIM
+36.8%
-37.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.3% | +0.1% |
| 7D | -3.2% | -1.0% | -2.2% | -2.8% |
| 30D | +10.5% | +14.8% | -4.3% | +5.3% |
| 3M | +13.0% | +8.1% | +4.8% | +9.9% |
| 6M | +38.7% | +11.7% | +27.0% | +33.3% |
| YTD | +8.5% | +30.7% | -22.3% | -1.5% |
| 1Y | +10.0% | +29.7% | -19.7% | +0.2% |
| 3Y | +58.6% | +65.1% | -6.5% | +30.7% |
| 5Y | -0.3% | +34.7% | -34.9% | -12.5% |
| All | -0.3% | +36.8% | -37.1% | -12.5% |
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