+170.5%
MDY vs KIM
+33.1%
+137.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.5% |
| 7D | -2.5% | -1.5% | -1.0% | -1.9% |
| 30D | -5.0% | -1.7% | -3.4% | -4.4% |
| 3M | +0.5% | -7.1% | +7.6% | +3.3% |
| 6M | +8.0% | +2.9% | +5.1% | +6.5% |
| YTD | +12.2% | +18.8% | -6.7% | +4.2% |
| 1Y | +14.0% | +9.4% | +4.6% | +9.4% |
| 3Y | +48.2% | +44.6% | +3.6% | +26.4% |
| 5Y | +46.1% | +37.9% | +8.1% | +26.3% |
| All | +170.5% | +33.1% | +137.4% | +109.5% |
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 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