+56.7%
MDY vs KIM
+65.0%
-8.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +3.0% | -0.7% | +3.7% | +3.4% |
| 30D | +0.8% | +13.4% | -12.6% | -4.9% |
| 3M | -5.1% | +6.5% | -11.7% | -7.9% |
| 6M | +1.2% | +10.6% | -9.4% | -4.0% |
| YTD | +12.5% | +29.9% | -17.5% | -1.9% |
| 1Y | +13.8% | +29.6% | -15.8% | -0.7% |
| All | +56.7% | +65.0% | -8.3% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling