+3,434.9%
MDT vs KIM
+3,058.9%
+376.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +9.5% | -4.0% | +13.5% | +10.5% |
| 3M | +16.0% | +0.5% | +15.4% | +15.8% |
| 6M | +0.2% | +3.6% | -3.4% | -0.7% |
| YTD | -0.3% | +20.4% | -20.7% | -4.6% |
| 1Y | +4.7% | +9.7% | -5.0% | +2.3% |
| 3Y | +26.5% | +46.0% | -19.4% | +14.8% |
| 5Y | -18.2% | +34.4% | -52.6% | -25.1% |
| 10Y | +40.0% | +29.3% | +10.7% | +20.4% |
| All | +3,434.9% | +3,058.9% | +376.0% | +1,025.1% |
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