+3,792.8%
MDT vs KIM
+3,319.9%
+472.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | +9.2% | +14.1% | -5.0% | +5.9% |
| 3M | +14.5% | +6.0% | +8.5% | +13.0% |
| 6M | +37.3% | +13.2% | +24.1% | +33.4% |
| YTD | +9.8% | +30.4% | -20.6% | +3.2% |
| 1Y | +10.5% | +31.0% | -20.5% | +3.7% |
| 3Y | +57.4% | +67.6% | -10.2% | +38.6% |
| 5Y | +1.2% | +35.8% | -34.6% | -7.4% |
| 10Y | +63.2% | +63.7% | -0.4% | +33.7% |
| All | +3,792.8% | +3,319.9% | +472.9% | +1,117.1% |
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