+2,608.6%
MDY vs KIM
+1,393.5%
+1,215.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +2.3% | +0.1% | +2.1% | +2.2% |
| 30D | +2.0% | +14.1% | -12.1% | -2.9% |
| 3M | -5.6% | +6.0% | -11.6% | -7.8% |
| 6M | +1.3% | +13.2% | -12.0% | -3.6% |
| YTD | +12.3% | +30.4% | -18.1% | +1.3% |
| 1Y | +15.8% | +31.0% | -15.2% | +4.2% |
| 3Y | +56.5% | +67.6% | -11.1% | +27.9% |
| 5Y | +35.1% | +35.8% | -0.6% | +18.5% |
| 10Y | +167.4% | +63.7% | +103.8% | +99.5% |
| All | +2,608.6% | +1,393.5% | +1,215.0% | +791.6% |
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